At some previous time I was able to find a single ZIP file with all the MIDIs in it, but now I don't recall where I found it. In any case, if you scroll to the bottom of the Gutenberg page and click "More files", you'll find a directory view which includes a ZIP file of about 1.7M--I suspect this includes not only the document (in HTML?) but the images and music files as well. If not, you can go into the one folder also in the list and there find a subfolder called "music"; you may be able to download the entire folder with a single right-click.