From https://www.google.com.ph/search?q=gist&oq=gist&aqs=chrome..69i57j0l5.2133j0j7&sourceid=chrome&espv=210&es_sm=119&ie=UTF-8

GridFieldSelectColumn.php

<?php 
class GridFieldSelectColumn implements GridField_ColumnProvider {
	public function __construct($useToggle = true, $targetFragment = 'before') {
		$this->targetFragment = $targetFragment;
		$this->useToggle = $useToggle;
	}

	public function augmentColumns($field, &$cols) {
		if(!in_array('Select', $cols)) $cols[] = 'Select';
	}

	public function getColumnsHandled($field) {
		return array('Select');
	}

	public function getColumnContent($field, $record, $col) {
		if($record->canView()) {
			$data = new ArrayData(array(
				'ID' => $record->ID
			));
			return '<input id="item_'.$record->ID.'" class="checkbox no-change-track" name="selected" type="checkbox" value="'.$record->ID.'" />';
		}
	}

	public function getColumnAttributes($field, $record, $col) {
		return array('class' => 'col-select');
	}

	public function getColumnMetadata($gridField, $col) {
		return array(
			'title' => '<input id="item_select_all" class="checkbox no-change-track" name="item_select_all" type="checkbox" value="" /> <label for="item_select_all">Select All</label>'
		);
	}
}

GridFieldSelectedDownload.php

<?php
/**
 * @package framework
 * @subpackage gridfield
 */

/**
 * Adds a "Download" button to the bottom of a GridField.
 */
class GridFieldSelectedDownload implements GridField_HTMLProvider, GridField_ActionProvider {
	/**
	 * Fragment to write the button to
	 */
	protected $targetFragment;


	/**
	 * @param string $targetFragment The HTML fragment to write the button into
	 */
	public function __construct($targetFragment = "after") {
		$this->targetFragment = $targetFragment;
	}


	/**
	 * Place the export button in a <p> tag below the field
	 */
	public function getHTMLFragments($gridField) {
		Requirements::javascript(BULK_DOWNLOAD_TOOLS_PATH . '/javascript/FileAdmin_GridField.js');
		Requirements::add_i18n_javascript(BULK_DOWNLOAD_TOOLS_PATH . '/javascript/lang');

		$button = new GridField_FormAction(
			$gridField, 
			'downloadSelected', 
			'Download',
			'downloadSelected', 
			null
		);
		$button->setAttribute('data-icon', 'network-cloud');
		$button->addExtraClass('no-ajax');
		return array(
			$this->targetFragment => '<span class="grid-download-button">' . $button->Field() . '</span>',
		);
	}


	public function getActions($gridField) {
		return array('downloadSelected');
	}

	public function handleAction(GridField $gridField, $actionName, $arguments, $data) {
		if ($actionName == 'downloadselected') {
			return $this->downloadRecords($gridField, $data);
		}
	}

	/**
	 * it is also a URL
	 */
	public function getURLHandlers($gridField) {
		return array(
			'downloadSelected' => 'downloadRecords',
		);
	}

	public function downloadRecords($gridField, $request = null) {
		if (is_array($request) && isset($request['selected'])) {
			$ids = array($request['selected']);
			foreach ($ids as $id) {
				$this->downloadRecord($id);
			}
		}
	}

	public function downloadRecord($id) {
		$file = File::get()->byID($id);
		$file_path = Director::absoluteBaseURL() . $file->Filename;
		return SS_HTTPRequest::send_file(file_get_contents($file_path), $file->Filename, 'image/jepg');
	}
}