WD My Passport Wireless Pro 4TB - Direct online download question

Hello All,

Needed your help . I have purchased -WD My Passport Wireless Pro 4TB

I own a ipad pro device where i watch udemy courses.

I wanted to download all the online courses to my cloud storage - WD My passport Wireless Pro instead of saving in my ipad device.

Can anyone help me, how can i download online courses directly to cloud storage - WD My passport Wireless Pro , that that i need not worry about space issues in my ipad.

Please do help .

Thanks,
Ramesh