Yes, having a premium account, you can download locally the videos in HD format (only for iOS as of today).
If you want to download a video, you just have to :
- Tap on the chosen video.
- Tap on 'start' button
Now you see the dashboard at the bottom of the screen.
- Tap on 'more' button.
- Tap on 'download video locally' at the right of the screen.
To see all the offline videos, go back to the main menu and tap on 'Offline videos'.