How Can Permanent Download Messages

That's a standard TB setting. For IMAP folders, you need to right-click on each folder you want to be able to view offline and select properties... then on the offline tab, check the box. For local folders, say with POP, I think if you just set TB for offline mode, it'll download them. If not, I suggest asking in the standard TB help forums as this isn't a setting specific to Portable TB.