Look for the download icon (usually a downward arrow) next to the lesson or module.
If there is no arrow icon, it means the creator has disabled downloads to protect their content. I do not recommend using online "ripper" sites, as they often contain malware and will get your Hotmart account banned. If you need offline access, try contacting the course creator directly to ask if they can enable the feature. hotmart video download
How do I download videos from Hotmart?