Hi Sarah!
Happy to jump in here!
When Resources are added to a Storyline file, they are saved within that project file (.story). To clarify, does your client typically send the course as a published Review link? Or do they send the source (.story) file itself? If they are sending the .story file, you should be able to publish it locally, yourself, and follow the steps my teammate Joe shared to retrieve the external files.
If you are receiving an error, can you please share more information on what the error message says when trying to access the PDF files? Also, it would be helpful to take a closer look at the .story file itself. Are you comfortable sharing a copy here in the discussion or privately through a support case?
Looking forward to hearing from you!