Assuming you aren't the person who published the workflow initially, no, there's no proper way to download/open the workflow to maintain its dependencies.
How dependencies are referenced needs to be handled when the workflow is published. In this case, the macros were NOT packaged with the workflow. The macros are either installed on the server itself or are being referenced to a network location that you may not have access to.
Best option would be to ask the individual who developed/published the workflow for a copy of the macros to place in your local or map to a network macro repo (see "Create Macro Repository" section in link below).
https://help.alteryx.com/20213/designer/macros
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