If I download illegal material for my education and if the material is not in my reach in my country, is it still bad karma?
Legally, unlawful downloads would probably be more akin to trespassing than stealing, as nothing was taken, but the legal rights to control property was infringed upon. 

Considering the precepts, however, the issue isn't really about theft but about "undertaking the training to avoid taking things not given". Thus, it's a little more broad than theft. Instead, one should avoid even the perception of theft. Think of it like in a store where the "free samples" box is behind the counter and not easy to reach. To follow the precept, one should ask first and take if allowed.