The problem with that is the Adobe Flash Player doesn't create a file assocation for viewing when double-clicking a downloaded .swf file.
The actual demo files are at the same URL as the demo page, replacing .htm with .swf (i.e.,
http://www.kinook.com/UltraRecall/demos/Intro.swf, etc.). To view offline, you could download the .htm and .swf files, save in the same folder, then open the .htm file in a browser.
Another option would be to import the demo pages (stored) into UR.