There are a lot of different way to share files over the internet nowadays. And the most popular two are "torrent" and "magnet link". In the most case, torrent will download files with the whole folder, files structure, when magnet only support single file sharing. Of course, you can download few file at the same time with magnet link.
The good thing about magnet link is all you have to do is download a client that support magnet link, for example, Limewire. Those applications will allow you to share a hold folders to the network when you're downloading some files. And of course you have the right not to share your files, but it may limit your download rate. Another good thing about magnet is you can use the internal search function to search any thing you want. It's fast and easy to you. But since there are a lot of virus package in this sharing network, it's always better to pay extra attention what you are downloading.
How about torrent files? Torrent is actually getting more and more popular nowaday. It has newer files, better control and sharing ability. For example, if you are downloading a folder of your friends' photos, you can choose which file or even folder to download first. And of course, you can set upload and download limit. But the downside of torrent is, it needs a tracker to keep your connection up-to-date. Once your tracker is not working any more, you may have problem to look for seed and leecher. Even you are 99% done, if you can not find the last piece of your file, that file may take forever to finish. But since torrent support priority per file/folder, it's not too bad that if you miss one of your photos when you got 99 photos in your system. ^^