Open Twitter, and go to the tweet which contains a Twitter video.
Get the link/URL of the tweet which has video
1: Click on the tweet, and copy the URL from the address bar of the browser
2: Copy click on the three dots(...), and click on "Copy link to Tweet"
Now right-click on the tweet URL and "Copy link address".
Paste the tweet link in the above input URL box, and click on the "Download" button.