Right, you need more than just the notebook itself: there is a whole tree of files associated with every assignment. Here’s a thread about how to download all the files for a given assignment. Note that there is no way to do that at the “course” level: you have to handle each assignment separately.
But that’s just the first problem: the bigger problem is that you now need to install all the software needed to run them. The Jupyter runtime, python, TF and so forth. It’s also not guaranteed to work if you just download the latest version of all the required packages, because things change in incompatible ways over time. There are no “official” instructions for this, but here’s a thread with some pointers.