Every download starts with the right link. Here is where it hides on each platform.
On the phone app
Open the post on its own — tap it so it fills the screen, rather than staying in the feed. Tap the share icon underneath, then choose Copy link.
You now have something shaped like https://bsky.app/profile/someone.bsky.social/post/3l2abcdefgh. That trailing code is the post's own identifier, and it is the part that matters.
On the web
Click the post's timestamp to open it as its own page, then copy the address from the browser bar. The share menu under the post offers Copy link and does the same job.
Post links versus profile links
A profile link ends at the handle: bsky.app/profile/someone.bsky.social. There is no single video behind it, so nothing can be downloaded from it.
A post link continues with /post/ and a code. If what you pasted has no /post/ in it, go back and open the individual post first.
Handles that have changed
Bluesky handles can change, and old links keep working because the account has a permanent identifier underneath. If a handle in a link no longer resolves, open the post fresh and copy the current link.