You will need the Full Read Service Plans permission or be an organizer on the plan to perform this action.
Navigate to the service plan and choose "Download songbook" from the Actions menu in the upper right.
A pop up will appear with some options for the resulting PDF file.
Here is a run down of the options:
Order of Service - includes a simple view of the order of service as the first page in the downloaded file
Song PDFs - includes all PDF attachments for any plan items which have songs linked to them.
Other PDFs - includes all other non-song related PDF attachments
Once you have finished making your selections, click on the "Download" button. This will download a single PDF containing all the files chosen below. This may take some time depending on how many attachments there are.