In general, you should not be bulk-downloading PubMed Central® (PMC) articles, because many of the publishers do not allow this under the terms of their copyright.
However, there are a few Text Mining Collections within PMC where bulk retrieval of files for text mining and other purposes is permitted. License terms may vary by collection or even within a collection. To download a collection in PMC for text mining, you must use a designated service, such as the PMC FTP service. See the full listing of APIs that you can use for PMC data on the PMC Developer Resources page.