1. Download the workbook from the server.
2. Once done, open the dashboard in tableau desktop. You will see a data extract with a check mark on it.
3. Right-click on the data extract and click on create a local copy.
4. This will extract all the data so far and stores it locally.

one more thing you could do is. open workbook on server>>>>click download>>>>>select data>>>>go to full data>>> select show all column>>> download all row as text file

now download the workbook create a new data source with a text file you just downloaded. select create an extract

after completion, select replace data source

and it's done.

With a live connection you will not be able to download the data with a Tableau workbook. For this you can follow this pocedure :

Create an extract connection in your workbook and publish it in the server with an refresh schedule to it (As per you Data updates). Now whenever you download the workbook it will come with the last refreshed data with it.

Hope it helps :)