Download behaviour depends on browsers and you can experience any of the below behaviour:
1.Video directly gets played in the window. In this case to save video on your system you can use save option available in right click menu.
2.Video gets downloaded in the browser.You can see downloaded video at the bottom of the browser window.
3.You can rename the downloaded file manually.
4.By default, Google Chrome blocks pop-ups from automatically showing on your screen. When a pop-up is blocked, the address bar will be marked: Pop-ups blocked.
5.To allow videos to download you need to enable pop-ups in Google Chrome, please follow the instructions below:
COMPUTER, ANDROID, IPHONE and IPAD Turn pop-ups on

1. On your computer, open Chrome.
2. At the top-right, click More.
3. Click Settings.
4. At the bottom, click Show advanced settings.
5. Under "Privacy," click Content settings.
6. Under "Pop-ups," select an option:
• Allow all sites to show pop-ups.

This should now enable videos to download in Google Chrome.
Click the OK button to start video download.