If someone buys my course, do they get the whole course to load to their LMS?

No, a publisher's intellectual property is always protected and never leaves the OpenSesame platform.

After making a purchase, buyers download a license file that allows them to stream the course from OpenSesame's servers to their Learning Management System. All of the tracking still takes place in the customer’s LMS, but each launch is validated and the course never leaves the OpenSesame servers.