Simply click on each row for each file you want to download and then click the "Get NZB" button on the bottom of the page. Selected files are indicated by an orange background color. To deselect, simply click the row again.
You can select a row of files by holding down the mouse button and dragging accross the files you want to select. This mechanism alternates between selecting and deselecting with each mouse up/down event, so try it again if nothing happens when trying to select files this way.
To select all files on a page double-click the list of files. To deselect all files simply double-click again. As this is the easiest way to select a long list of files it is easiest to use the double-click technique with a refined search query to download lots of files at once.
Yes, just replace the "rss" bit from the RSS URL with "export", like this: fanzub.com/export?cat=anime. The "export" feed accepts the same arguments as the RSS feed (including the max parameter). By default the "export" feed will return an JSON encoded array of posts. You can specify the format=serial parameter to have the feed return a PHP serialized array instead.
Some posts are ommitted from the list of posts by default because they're either considered spam or are presumed to be still being uploaded. In order to retrieve the whole list of detected posts (including those not visible on the site) add the filter=0 parameter. When you use this parameter the "category" field will be NULL for those posts that are not (yet) listed on the site. If a post is not listed because it is considered spam, the "hidden" flag will be set to true.