At the moment, is not possible to download the content that the Temptations upload on Tempted. But remember that the Photos or Videos a Temptation sends you will be automatically saved in a Premium Gallery associated to the chat. You can  find this section in the private conversation with them (just go to the Messaging section in the left-side menu and search for the conversation in the list or using the Search Conversation bar) and click on the Shared Content section in the chat.