@fredfranco Your computer needs to download the file for you to watch, so it's always possible to get it.
Yeah the basic way is right clicking on the page, going to Inspect Element, finding the video and downloading. Usually when you can do that you can use extensions as well.
But yeah, lots of websites can block that. The workaround I found is you play the video, then you click Inspect Element, go to Sources, then you browse there until you find the video, and you copy that link. Then you go to VLC, Convert/Save, Network, then you paste the link there and it'll save it. It'll be pretty hard the first time on any website because the video might be hard to find, but still it should work. I also found that it's better to open the sources page, and then play the video, because then the part where the video is will load and appear there, so you can have a better idea of where it is.