Can you download them if there is no WiFi at the location you are doing the tour?
No, download at your hotel or even at home -- easy to do.
Laura is right.
I have downloaded a bunch of them.
Some of them are tours but others are interviews with guides or authors which are fun to listen to before you arrive or while you are planning (or dreaming) of your next trip.
First, when you're sitting at home - or wherever you have wifi, you'll need to download the free "Rick Steves Audio Europe" app from the online Apple Store (or Android store). Then, on that app, while you are sitting at home with wifi, download any and all possible audio tours that you might want on an upcoming trip. Then, they stay on your phone, on the "Rick Steves Audio Europe" app and you can listen to them anywhere, anytime, no need for wifi.