Script to download images from Reddit
A few suggestions for general code quality:


If your class only does one thing and it doesn't store any values, it should be a function. Redpy only downloads images from reddit and stores values to achieve exactly this, which you could do in a function. Using a class can have unforeseen consequences.
Choose descriptive names for variables and functions. _getImages does not actually get the images, it returns a list of links of images. In this method, you have images = [] #contains links of images. The comment could have been avoided if you would have chosen image_links as name.
If you split your code up into methods or functions, everything belonging to one task should be inside it. The removal of 'amp;' in every image_link does not belong in _DownloadFiles, it should be in _getImages. download gets unnecessarily separated into _DownloadFiles and _DownloadFiles doesn't generally download files, but it could if some of its functionality got relocated elsewhere.
Clean up your code: there are unnecessary line breaks after _DownloadFiles and a redundant return True in createFolder.
Don't catch general Exceptions, be more specific. In _getImages, you should just look out for KeyErrors. Exceptions in request.get on the other hand are not handled although they possibly should be.
The pattern of looping over a list with a counter (index in your code) in _DownloadFiles can be simplified with enumerate.
When working with files, it is more elegant to use a context manager.


Possible bugs:


subreddit.strip('/') just returns a new string that you would have to assign to a new variable. In your code, the value of subreddit remains unchanged.
self.user gets updated every time download is called. If this happens multiple  times, self.user becomes a dict encapsulating a dict encapsulated a dict...
If something goes wrong when extracting links in _getImages, less links than expected get returned.
If your folder already contains images, they will be overwritten.


Concerning PEP8:


A few of your lines are longer than 80 characters. Try to split them up, either by implementing the same logic over multiple lines or by breaking the line up.
In PEP8, functions and methods are in snake_case.


Nit-picky stuff:


You could just use an empty string as default argument for sort_option. Strings are immutable, so you don't have the problem of mutable default arguments.
I don't see why you would import requests as _requests and os as _os
There is no need to construct an absolute file path. f'{_os.getcwd()}/red_media/{index}.jpg' could become f'red_media/{index}.jpg'




Here is my attempt at solving this problem:

import requests
import os


def get_image_links(json, N):
    '''returs a list of the first &lt;N&gt; links to reddit images found in &lt;json&gt;'''
    try:
        children = json['data']['children']
    except KeyError:
        return []

    # append links from children until N are found
    image_links = []
    for child in children:
        try:
            image_link = child['data']['preview']['images'][0]['source']['url']
        except KeyError:
            continue

        image_link = image_link.replace('amp;', '')
        image_links.append(image_link)

        if len(image_links)==N:
            break

    return image_links

def download_files(file_links, folder_name='data', file_extension='jpeg'):
    '''downloads files from &lt;file_links&gt; into subfolder ./&lt;folder_name&gt;/'''

    # create subfolder if it does not exist
    if not os.path.exists(folder_name):
        os.mkdir(folder_name)

    # download files
    for i, file_link in enumerate(file_links):
        try:
            res = requests.get(file_link)
        except requests.exceptions.RequestException:
            print(f"Unable to download {file_link}")
            continue
        if not res.ok:
            print(f"Error {res.status_code} when requesting {file_link}")
            continue

        file_path = os.path.join(folder_name, f'{i}.{file_extension}')
        with open(file_path, 'wb') as file:
            for chunk in res.iter_content(100000):
                file.write(chunk)

def download_reddit_images(user, subreddit, N=5, sort_by='',
                           folder_name='red_media'):
    '''
    downloads the first &lt;N&gt; images of &lt;subreddit&gt; sorted by &lt;sort_by&gt;
    (''/'new'/'hot'/'top') into subfolder ./&lt;folder_name&gt;/
    '''

    json_url = ('https://www.reddit.com/r/' + subreddit.strip('/') + '/'
                + sort_by + '.json')

    try:
        res = requests.get(json_url, headers={'user-agent':user})
    except requests.exceptions.RequestException:
        print(f"Unable to get {json_url}")
        return

    if not res.ok:
        print(f"Error {res.status_code} when requesting {json_url}")
        return

    image_links = get_image_links(res.json(), N)
    if not len(image_links):
        print("Unable to find any images")
        return

    download_files(image_links, folder_name=folder_name, file_extension='jpeg')


if __name__=='__main__':
    download_reddit_images('', 'all')


The problem of overwriting existing images persists. A solution would be to use the original filename from reddit that is included in the url.