|is there's any way to download the three levels depth web site directly from the iPad|
YES. Tap on the Levels wheel numbers, if you have problems scrolling them.
Like, tap on number "2", then on number "3".
|Can I send html pages directly to my iPad without having to connect to the iPad through safari ?|
YES. Put you html pages in single ZIP archive, and upload that archive from Safari on your desktop computer, when the app is "Sharing" files.