From a similar topic found at https://trainingsupport.microsoft.com/en-us/mcp/forum/all/download-content-of-azure-fundamentals/c511d67e-f37c-4d8e-8fc1-98b07dacf56a
As Microsoft does not authorize a partial or full reproduction/copy of its content, even if it is Online - Free for the users, it must be viewed, displayed and performed only from the platform created for this purpose. If someone print and copy the content from the modules, courses and online resources without Microsoft Learn's authorization, it is against copyright and intellectual property laws.
Based on this response, I'm confident that you cannot download the material. It is also wise to not download material as Microsoft is actively working to improve their training material.
If this is helpful please accept answer.