Hi so basically this is a  program you can point to pretty much any web page that embeds a video and it will try to download it.
It is much more powerful than browser addons that try to do the same (can use in your own scripts, etc)

I use it a lot to download episodes of raw and smackdown to watch on my raspberry pi.

You can also use it to archive your favorite youtube/pornhub channels, etc (I am currently downloading mobiletechreview it is quite large!!)

Let me know what your own use case is
https://rg3.github.io/youtube-dl/

Peace