The hashes are split into a million (2^20) files based on the first 20 bits (5 hex characters) of the hash. The downloader is just a convenient way to download them all.

The urls are https://api.pwnedpasswords.com/range/00000 to .../FFFFF, downloadable via any http client.

Thanks, TIL! Bet JDownloader can make quick work of that as well

You can just host it yourself: https://github.com/radekg/hibp.