You don’t mention which course you are taking, but I’m guessing it’s M4ML Course 3. Yes, you can download all the files associated with one of the assignments. You can either find them individually by clicking “File -> Open” and then downloading them individually. Or there are ways to download them all as a batch, but the exact method will depend on whether you are taking the course on the Coursera platform or the DLAI platform. Here’s the method for Coursera.