For the long courses, the downloading method is easy, but it only works for each assignment individually not the entire course at once. Here are the instructions.
But the other important thing to note is that there is quite a lot of software you need to install in order to run the assignments locally and there are no official instructions for how to do that. There is also no guarantee that any of the assignments will just work if you run them whatever the latest versions are of all the various packages. The assignments for any given course are published with a particular set of versions of the various packages and those can evolve over time in incompatible ways. There are no official instructions for dealing with those issues either, but here is a thread that will get you started down that path.