If you are an Admin/ Training Manager/ Course Instructor you can define if you want to allow your users to download the lectures or files from a Course.
To do so, you will need to go to the Manage Course page and under the Course Panel and Lectures select Edit Lectures. On this page, you can select the option to Allow or Deny Downloading of Document Lectures.
When you select the Allow option, then a download icon will be shown in your Course's documents and the enrolled users are able to download them.
If this setting is enabled, users will be able to download document lectures (limited to documents; images, videos, and MP3 files are not included). Additionally, they will have access to download all types of Supplemental Materials, including documents, images, videos, and MP3 files.