First of all, you should check with the website operator that this an acceptable use of their service. After that, you can do something like this:
wget -pk example.com
-k converts the links on the page to those that can be used for local viewing.
This option causes Wget to download all the files that are necessary to properly display a given HTML page. This includes such things as inlined images, sounds, and referenced stylesheets.
After the download is complete, convert the links in the document to make them suitable for local viewing. This affects not only the visible hyperlinks, but any part of the document that links to external content, such as embedded images, links to style sheets, hyperlinks to non-HTML content, etc.