edX courses are fully online and can be accessed through the edX platform. It isn't possible to download a course, but in many courses, you'll find links to download lecture videos underneath the video player window.
Most edX courses do not have a "textbook" and instead have any required reading within the course itself.
Courses share reading materials in different ways; your course team should provide you with information. Some courses provide links to reading materials under Course Handouts.