This is not currently a feature of Pandora. With a paid Premium subscription, the tracks you download will continue to live within the Pandora app, but you may listen to them offline with an Android or iOS device.
In other words, Pandora Premium allows subscribers to take individual songs, albums, or stations offline for listening within the Pandora app. However, it's not possible to transfer your Pandora music collection to an external music source. If you're outside of our app, or you're accessing Pandora from our website or another type of device, you won't be able to view those downloads.