There is a topic about that on the DLS FAQ Thread. At least that will tell you an easy way to download both the notebook and all the associated files that you need to run the notebook locally. But note that is not all that is required: you also need to install quite a lot of software in your local environment. Unfortunately this is not a simple matter and there are no official instructions, but here is a thread with some useful links and information to get you started on that process.