How can I download all Azure Sentinel Notebooks notebooks to my Azure ML workspace?

You can use git to do this from a notebook.
Type the following into an empty cell and run it.

!git clone https://github.com/Azure/Azure-Sentinel-Notebooks.git azure-sentinel-nb

This will create a copy of the GitHub repo contents in the "azure-sentinel-nb" folder of your user folder.

Copy the notebooks that you want to use from this folder to your working directory. This will allow you to update the notebooks easily in the future.

The command to update the notebooks from GitHub is

!cd azure-sentinel-nb && git pull