First you need to get to the game's library page. If you have the game installed, and imported in GOG Galaxy, select it from the list on the left side ofthe Galaxy window.
Otherwise, click on "LIBRARY" from the bar at the top of the Galaxy window. You will be taken to your game library, where you can select the game you're interested in.
On the game's page click on MORE -> Backup & goodies. What you see now is the "Backup & goodies" section. Here you can choose what you want to download, including game goodies and standalone installers. Once you click on what you want to download, Galaxy will start downloading it automatically.
Look for the downloaded files in the downloads folder (you can check it in Galaxy's settings in the top left corner - look for the "Download extras to" option).