To get the offline install of SQL Server in this case we are going to use Express 2019, we need to go to https://www.microsoft.com/en-ca/sql-server/sql-server-downloads
https://www.microsoft.com/en-ca/sql-server/sql-server-downloads
When you download the Express download you will get a Application download called SQL2019-SSEI-Expr.
When you select download media you get a few more options. For the purposes of what I want I am selecting Express Advanced.
After pressing download; it will download to the directory where you have specified it to download. In my case C:\Users\Trevor Tye\Downloads
Here I have it in my download directory.