Is there any option in snowflake to save or load worksheets?

Snowflake automatically saves your worksheet. You can also load a script from your local to a worksheet. However there is no way to download worksheet

Saved worksheets are not accessible outside of the Snowflake web interface.
Saved worksheets cannot currently be shared with other users.

For more information, please look at

https://docs.snowflake.com/en/user-guide/ui-worksheet.html

worksheets are saved in @~/worksheet_data/[uuid]. If you know when the sheet you are interested in was last modified, you could do something like

list @~/worksheet_data ;
get @~/worksheet_data/123-sdf-1-sdfa file:///tmp/ ;

to locally get that worksheet

Just to build on Said's answer, worksheets are saved in "user stage"

If you like to get all worksheets you can do it programmatically,

After you run the list command

list @~/worksheet_data;

Get the names of worksheets with

select name FROM TABLE(RESULT_SCAN(LAST_QUERY_ID()))

iterate through name column in your choice of scripting language and download the worksheets

get @~/worksheet_data/<name> file:///<your local location> ;