In order to download the whole dataset from the TCGA we found a website of Board GDAC to be helpful as we could gather most of the cases of TCGA using this site.
The process of downloading data is very straight forward: we have to navigate and select the Browse data option and then filter out the categories based upon your requirement.
Please do find the link for the GDAC Firehose :
https://gdac.broadinstitute.org/