If you want a free (legally grey) but high-quality Jay Z discography download, go to your local library or used record store. Buy the original CDs from 1998-2005.
Once you have sourced your files (via purchase or own-ripped CDs), organization is king. Jay Z Discography Download
The Folder Structure:
Music/Jay Z/[Year] Album Name/ 4:44 (2017)
The Naming Convention:
Jay-Z - 01 - A Million and One Questions (Premo Remix).flac Everything Is Love (with Beyoncé, 2018)
Tagging (Use MP3tag or MusicBee):
The "Best Quality" Checklist:
As the owner of Tidal, Jay Z’s catalog is mastered best here. Tidal allows you to download albums for offline listening in Master Quality (MQA) or FLAC. If you want a legal Jay Z discography download, a Tidal subscription ($10–$20/month) with the "offline mode" turned on is the gold standard.