Using only the free version the Invoices are generated on the fly, the file is only generated temporarily to be attached to the emails. If you want the files saved on the server or be able to download in bulk you need our Professional extension.
Hope that helps!
Thank you for your fast answer, I also wonder if I can add some where an email where a copy of the invoice is send to, I want my accountant to get a copy of every order onvoice.
To send email copies see this documentation page: Receive a copy of each invoice sent by email