my understandings:
1. Word press is not an LMS, it is just content management.
2 You are offering some courses to the users and but they are able to download the courses, this should not happen, user able to only view the courses.
3. Can you provide an access to the link where the courses launched, send me more details, give access to the link to analysis and suggest a solution for your issues.
Solution is:
Set up any free LMS on your server
Convert the courses in to SCORM and track the user status on the courses.