Welcome to the Community!
Yes, you will be able to download the packages that you create while taking the course. Just right-click on the top-level src folder on the IDE and choose Download to download all your packages for the course. See how to download files.
However, the environment itself (ROS environment, notebooks, and simulations) cannot be downloaded, so you will need to install ROS locally in order to run your packages offline.
In Appendices 1 and 2 of this course, we have hints about installing ROS locally. You can also find further hints by searching for “install ros” on this site.