Click on the file name of the image to go to that image's page on the site. Click on Download (on the top to the right of the image) to choose the size of the file you want to download.

If an image thumbnail is not showing, try purging its image description page. If the image is from Wikimedia Commons, you might have to purge there too. If it doesn't work, try again before doing anything else. Some ad blockers, proxies, or firewalls block URLs containing /ad/ or ending in common executable suffixes.

Yes, it is possible to download the entire history of Wikipedia, in every language. The Wikimedia Foundation (the non-profit organization that operates Wikipedia, along with a few other wiki-based projects) makes zipped database backups available periodically at dumps.wikimedia.org.

Wikipedia is available for free download, in its entirety, at www.kiwix.org. I was able to download it at a public access point and transfer it to the hard drive of my home computer. It comes compiled as a single compressed . zim file, along with open source browser software that allows you to view the content.