@Tiphaine
It would be much easier to implement direct download functionality if all browsers supported the HTML 5 download attribute but this is not yet the case. Please see here for a list of browsers which currently support this feature.
If you would like to try this (though it will only work in the browsers listed in the link above), you could include a link within each image's caption using the 'download' attribute such as the following:
<caption><![CDATA[<a href="images/image.jpg" download="image.jpg">Click here to download image.</a>]]></caption>
If entering the caption directly into JuiceboxBuilder-Pro (in a 'Caption' text field on the 'Images' tab), you would enter just the following:
<a href="images/image.jpg" download="image.jpg">Click here to download image.</a>
JuiceboxBuilder-Pro will enclose the caption in the <caption> and CDATA tags automatically behind the scenes so there is no need to enter them into JuiceboxBuilder-Pro.
(You would need to include them only if entering the caption manually by editing the 'config.xml' file in a plain text editor.)
The href="images/image.jpg" part is the path to the file which will be downloaded. You can use an absolute path (such as http://www.example.com/gallery/images/image.jpg) or a relative path (as in my example above). If using a relative path, it will be relative to the HTML page containing the gallery's embedding code.
The download="image.jpg" part is the name which will be given to the file when the user downloads it. (It does not have to be the same as the image's filename, although it should have the same file extension.)
The Click here to download image. part is the text that will be displayed on screen as the caption which, when clicked, will download the file.
Please remember that this will work only in certain browsers and visitors to your web site using browsers which do not support this HTML 5 attribute (such as Internet Explorer and Safari) may wonder why this feature in your gallery does not work as expected. (You may wish to add a note somewhere on your web page to say that direct download functionality is available only in Firefox, Chrome and Opera.)
I hope this helps.