As per my information, the tools available on internet for downloading courses from udemy don’t allow to download a course which you are not enrolled in.
You must enroll in a course to download it using a downloader tool.
If you want to download a course from udemy which you are not enrolled in then only available options are either torrents or sites like freecourseudemy and all.
If you want to download a course which you are enrolled in, then you should use a tool named as Udeler. It can download all attachments, subtitles, and maximum quality of video i.e. 1080p.
Link for Udeler – https://github.com/FaisalUmair/udemy-downloader-gui
Correct me if I am wrong.