Before the download starts there is a popup where it shows the files to be downloaded.

Is it possible to choose all tracks, mark them with 'X' so they are not downloaded and then uncheck the ones I want to download?

A correction:  I used the work 'tracks' when I meant 'files'.

Is it possible to choose all files, check them with 'X' so they are not chosen to be downloaded and then uncheck the ones I want to download, to quickly choose the files I want to download from a long list of files?

yes you can.

How?

How?

Select all -> Off
Then choose only what you want.

Thanks