If you are an Admin, Training Manager or Course Instructor you can define if you want to allow your users to download the lectures or files from a Course.
Navigation
In the left navigation, make sure you are in the Academy Workspace.
When in the Academy Workspace, select Training Admin for all Training Administration options.
Select Manage Training and then select Courses.
Select the course you want to download lectures or files from.
Downloading the Files
On the right, under Course Panel, select Lectures -> Lectures. This gives you the option to edit the lectures in your course. Under Download document lectures and supplemental material, when you select the Allow option, a download icon will be shown in your Course's documents and the enrolled users are able to download them.