Absolutely!
When you want to download a workout, tap the icon that looks a bit like this: (↓)
When the (↓) icon turns white, you’ll know your download is complete. Tap the icon again if you’d like to remove the downloaded workout from your phone.
To access your downloaded workouts, head back to the Discover area, then tap the ‘My Workouts’ section and then select the ‘Downloaded’ tab.