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Let's start with a typical desktop. Notice the magnifying glass icon towards the left of the icon bar at the bottom of the screen. Single click that icon. The window shown in the next illustration shows the window that will open after that single click.
This window will then open. In this illustration you see several previous searches. You want to type in the box at the very top, 'command prompt'. Note that Windows will anticipate your typing and suggest 'command prompt'. As you are typing, the 'Best match' list just below will eventually show the command prompt as illustrated here. Once you see the command prompt listed, click it to open it.
This is the command prompt.
Here you see the command prompt, or terminal, having been open and ready for use. On the very top line in the terminal you will see that the 'dir' command has been typed and the enter key presses. That produces the directory listing. After the listing, you are back at the command prompt where the terminal is waiting for your next command.
Next, moving our attention from the terminal to a web browser, we open a browser (Firefox or Brave are recommended) and on address line type 'https://youtube-dl.org' without the quotes. Here you want to click on the 'Download' button to the right of the page. That will put you in the download page.
Here on the download page, near the top, you want to click on the 'Windows.exe' link shown in purple here. Follow the directions to save the file. Next you will click on the 'Microsoft Visual...' link just to the right of the link we just used and save it also. We may not need the Visual C++, but we now have it if we need it.
Here we see the prompt for saving a file to our local system.
Move back to the Terminal we opened earlier. There type the command 'cd Downloads'. This command will 'change directory' which changes our position in the file system into the Downloads directory. Notice that the terminal's prompt also changes to indicate which directory we are currently in.'
Now just to be sure that the youtube-dl file properly downloaded, I run the command 'dir you*' which will list all the files in this directory that begin with the letters 'you'. The result is a listing that shows the file is present. We see the date and time the file was downloaded, the number of bytes in the file, and its full name.
Next we run the youtube-dl progam with the parameter '--help'. The full command is 'youtube-dl --help'. Notice that in the illustration below the filename includes its suffix, '.exe'. When running a program, including the suffix is optional.
The result is several screens showing the condensed help information, specifically the parameters it recognizes. This not only provides the help info, but the fact the program was able to display its help info tells us that the program is in good shape and ready to use.
And now back in our browser we have navigated to youtube.com and selected a video to download. The important information we are after here is the URL of this video, which is displayed in the top bar of the browser. In this case the URL is 'https://www.youtube.com/watch...'. Using your mouse, highlight the entier URL then press Ctrl+C to copy the URL into our clipboard. You could also single click on the URL and then press Ctrl+C.
Then back at the terminal (we are still in the Downloads directory) we will run the youtube-dl program giving it the URL as a parameter. The full command is 'youtube-dl ' followed by the full URL we just copied from Youtube.
You will then see a few lines of text explaining what the youtube-dl progam is doing along with a time showing the progress being made in downloading the video file.
Next we use the 'dir' command again, but this time with '*mpg4' to describe which files we want listed. '*mpg4' indicates all files the end with '.mpg4' which is the filename suffic for many video files, and specifically the one we just downloaded.
Finally, you can use whatever software you want to open and play the video. You can even import the video file into a video editor and edit it however you would like.
You can repeat this process to download all/most video from youtube.
Thank you for your interest in the topic!