Is there somewhere all the source code of the the MQL5 Language REFERENCE pdf in a zip file ready to be downloaded?
Good news !
It seems that the examples are integrated in the CodeBase part of the site.
For example if we do a search on an example of the book like the one on DRAW_COLOR_LINE, by doing a search in CodeBase, we come across this example :

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To learn MQL5 a good (the best) reference seems to be the MQL5 Language REFERENCE pdf.
https://www.mql5.com/en/docs
https://www.mql5.com/files/pdf/mql5.pdf