First, make sure that you are signed in to your account. Next, find the clip that you wish to download. To the lower-right of the video you will see Get Clip in SD/HD (If you do not have any credits in your account, you will need to buy credits or subscribe). Select your preferred resolution and then click to Get Clip. Now visit the My Library page, click on the clip thumbnail, select your preferred download format, and then click the download button.
The video should download directly to your desktop. You may receive a prompt to save the file. If you do, select an appropriate folder to store the downloaded video file.