Currently there is no way to extract the full list of resources (with their directory structure) onto a Windows folder. This could be done through selection and right-click or by dragging the whole lot out of the eSpace.
This is extremely useful when you have Javascript library-based components structured in multiple files (e.g. CKEditor http://ckeditor.com/). With the current Service Studio, maintaining the resource structure requires a lot of effort (file-by-file!)