Create the mailshot as you usually do and on the last stage of the mailshot creation (Summary and send) select Download and print
Click Download letters now
Click 'View letters' on the green pop-up at the top right or navigate to the 'All letters' section in the left sidebar. Find your letter in the list - If the status shows as “Downloading” wait a few minutes and refresh the page until it shows “Downloaded”.
You’ll receive an email with a link to download all the letters