I searched the forum but couldn't figure out if FDM can download all linked files on a webpage given its URL.

Just use standard methods:

1. Open your browser.
2. Make sure you have FDM extension turned on in the browser.
3. Open the URL in the browser, log in to the website if it's needed.
4. Right click the free space (not edit box, not link, not button, just free space) on the webpage and report, if you can see "Download all with Free Download manager" in the context menu.

FDM should download all the linked files if there are only direct links there (no CAPTCHA, no javascript obfuscating, etc.).

With v3 I know one some sites I can right click on the like with the FDM plugin choose Download with Free Download Manager. But that will depend on what type of page your asking about.