Yes, if your host is running the proper FrontPage extensions for your version
of FP. You just open the online website in FP, then publish (not import) it
to a location on your local computer.
It would defintely depend on what was used to create the site, however. If
it was NetObjectsFusion, you would have to disinfect it first, and have the
HazMat team on permanent standby. For such sites, a single touch can bring
the whole thing down around your ears....
But if whomever put the site up in the first place is still occasionally
making changes with whatever software they use to publish, you could run
into trouble if you are publishing there too