Seems to work great over here, and the installation was pretty easy, too. You can even choose not to download certain types of files using the -n option. For example, if you have a large hard drive and a smaller one, you can download the whole course to the large HD:
Some schools prefer students don't download course materials. I succesfully downloaded Machine Learning and Algorithms courses from Stanford but could not download this one, it says "now downloadable content found":
coursera-dl -u username -p password -d pathToLargeHD course_name
and only download pdf lecture notes to the smaller one
coursera-dl -u username -p password -d pathToSmallHD -n mp4,pptx course_name
I tried that over here, worked great.
Some schools prefer students don't download course materials. I succesfully downloaded Machine Learning and Algorithms courses from Stanford but could not download this one, it says "now downloadable content found":
https://www.coursera.org/course/datasci