Click on the module and select "Save As" to save the zip file to your computer.
Save the lab files to your computer.
Create a training folder on your computer to store the material. Be sure to save the material in an accessible location, as the initial download may default to a temporary internet file location.
Once the zip file download is complete, right-click on the zip file in Windows Explorer and choose "Extract all..." to unzip them to the desired folder.