Hi Eriktect,
First you need to click "View Course", then you need to click "Begin Course".
Once you've begun the course you should see a download button for "Course Files", like this screen shot:
Also, the player has a "Open Sharing Menu" button right next to the gear button if you need to download the videos. (You have to download them individually for each lesson, so I'd only download the ones you intend to review again.)