For Windows we have client! For Windows we have split the game up into 6 files ~4 GB.
But for Linux we only have ONE FILE with almost 20 GB over HTTP?!?!?!?!?!?!?
You can try out a download manager, or the community-made LGOGDownloader. I use the latter, and it's great. Have backed up my whole library with it (because I trust GOG a great deal less now than in the past). https://www.gog.com/forum/general/lgogdownloader_gogdownloader_for_linux
Not as easy as just clicking a link of course, but if you have problems you can probably get help in that thread.
Yes, I know lgogdownloader. My criticism points on the unreliable HTTP protocol for such big files including the overhead it produces.