The best method is to use the online version. All the clips (musical examples) are linked to the video lessons where they appear, and not only that, you have a timeline beneath each video where you can click to go to the exact spot in the video where the clip plays. This is true even when clips are repeated.
Just as an example, in the “Rolling Threes” chapters, you can see the examples timestamped beneath the lesson:
Not only that, but you can click to go to the online tablature / Soundslice, play it, and click back to the exact same spot in the video where you left off.
There was really no way to replicate this complex organization and ease of use with a pile of files in a folder that you download, so the online the version is really the only way we could do that.