The viz is not meant to be downloaded. The workflow is as follows:
1. Select a challenge on the left
2. Read the description
3. Download the challenge on the bottom to try for yourself.

If the images are not rendering when you click the challenge try a different browser. I know that IE and Chrome both work. Chrome works best.
If you are getting errors using other browsers please let me know which they are so that I can make a note of this in the viz.