When I click the download mp3 link under a lesson it brings me to a blank screen with an audio bar that begins playback. When I right click on the audio bar one of the options is “save audio as…” This allows me to save as an mp3 and place the file in a location of my choosing on my computer.
You can also download a course at a time with a zip file, just extract to folder and place it where you want.
I haven’t done anything with itunes in a long time so I don’t know what if anything has changed but time was that you could drag/drop files from your computer to itunes and then drag/drop files from itunes to your device. https://www.libertyclassroom.com/forums/topic/can-iphone-users-help-me/