Is there a way to download some challenges so I can practice offline?
You should be able to use the FREE "10 lesson cache mode" - available before Plus - across 1-2 skills which you have freshly unlocked) on the mobile apps (e.g Android).
Staff had confirmed that it should stay, even with the Plus introduction.
If you mean the lessons then you can if you are a Duolingo plus member. More info here: https://support.duolingo.com/hc/en-us/articles/115004068043-What-is-Duolingo-Plus-