There is no longer the functionality to download all IDMS doc in one file. As of IR3 and IR4 of 19.0 all CA IDMS documentation is delivered via DocOps.
The URL for this is https://docops.ca.com/ca-idms/19/en
Through DocOps you can create PDFs or ePub documentation. There is a PDF and ePub link at the top of the pages.
You cannot get everything in one PDF, but if you navigate to the high level topics, Using, Installing... you can get PDFs for those whole sections.