Another option is to use the screen-recording function, which doesn't require downloading tools, but in charge of lower quality and potential out-of-sync issues.
It’s also possible to download videos directly from the source code of the web page. This technique is more advanced and requires knowledge of HTML and JavaScript. You need to open the page source code, look for the video link, copy it, and download it using a download manager like Internet Download Manager (IDM).
Just remember to choose the right method for the content you want to save and always be aware of copyright laws and website terms and conditions.