Can you explain this more? What operating system? Is this a tool you download? As number 5 said, "Need more input."
https://ytdl-org.github.io/youtube-dl/
It’s a program. For Linux, you type in a command like;
youtube-dl -f 18 https://www.youtube.com/watch?v=D_zS_uiPWxs
and it downloads to video to your machine. -f means format and 18 means a medium sized video. Not tiny, not 1080p HD.
For most sites, you don’t have to use the -f 18. You just type in a command like;
youtube-dl https://vimeo.com/embed-redirect/140885117
Windows version might also be run by typing in at the command prompt.
This is the list of the hundreds of sites(1200ish) it supports; https://ytdl-org.github.io/youtube-dl/supportedsites.html
Normally, you’d want to change directories before downloading a video. In my case, I type in;
cd Videos
That puts me in my ‘Videos’ folder. Windows is probably ‘My Videos’ or something.