How do I download the automatically generated files (e.g. .bbl, .aux, .ind, .gls) for my project? My publisher asked me to include them in my submission

Click on the Submit button above the preview panel, and then choose "arXiv". There will be an option to download a .zip with the .bbl included. Once you click the button, it should show a "Compiling project, please wait..." message and take a while to build, then download, the zip file. The following video demonstrates this process.

You can also download the .bbl file separately. Clicking on the "Logs and output files" icon next to "Recompile", then scroll right down to the bottom. Then click on "Other logs & output files"; you can then download the .bbl file.