Some ebooks can be downloaded and stored on the hard drive, but others must be viewed online only. It depends on the provider or the subscription. Some ebooks will have icons to print or download the material embedded in the reader software; others deliberately omit the option to download.
You can find more detail about how to download the library's ebooks to your device here: https://libguides.uwinnipeg.ca/c.php?g=149398&p=5100484