They have a downloader for the hashed password list:
https://github.com/HaveIBeenPwned/PwnedPasswordsDownloader
The urls are https://api.pwnedpasswords.com/range/00000 to .../FFFFF, downloadable via any http client.
Can you see if my passwd is in there ***?*
So basically: did that DB grow from about 27 GB to 37 GB in the last few days?
You do have the option to use platform-specific APIs or frameworks, which will make your app only work on that platform.
In the case of this app, it doesn't use anything platform-specific, so it could run on Windows, Linux and macOS.