I’m not sure this completely addresses your question, but there is an easy way to download all the files including the data that are used in any of the assignments. There is a topic about that on the MLS FAQ Thread (see topic A.2).
You can then upload everything to Colab or even install Jupyter and other packages on your own local machine. We don’t have official instructions for running locally, but here is a great thread from mentor Saif about how to run the notebooks on Colab. If you read all the way to the end of that post, Saif gives a link to another thread about running locally.