This can be helpful for explaining how to search for content: Accessing and creating content | ArcGIS API for Python.
When you say the "AGO notebook directory" do you mean all of your own notebooks? If so, we can search for notebooks by your username. Then, download them to a specified folder, using the original titles:
(replace username with your ArcGIS Online username):
search_notebooks = gis.content.search(query='owner:username type:notebook')
for notebook in search_notebooks:
notebook.download(r'C:\ArcGIS', f'{notebook.title}.ipynb')
You can adjust the search query as needed to get the notebooks you want. Note that this will just download each notebook as a .ipynb file, which you can then open in ArcGIS Pro.