Currently i am using GetFiles with remove set to zero. I have around 20000 files to download and delete. If i change to true for remove , will it have any impact on performance, ie, on the time taken to download these files
Well, the deleting takes some time. But I cannot quantify that, as it depends primarily on the server.
If those files are small, the deleting can take as long as the download itself. If the files are large, the deleting would typically be negligible comparing to the download.