Dude, wut?
Unless you are new on Itch, you cannot claim a free product (games, images, etc.) like you would a paid one, but both can still be downloaded regardless (convenience varies).
If you really want to keep it somewhere to come back later, make playlists for them. You can create them upon interacting with "Add to Collection".
It might not be the best solution because Collections are not exactly the most organized method in this website and I hate it for that (it gets worse the more Collections you make which I cannot help that), but it is better than nothing.