I have a mac, so I don’t know if this is different for other people, but basically all I do is I downloaded a program called “any video converter” x It actually works wonders. All you have to do is install it, then download your video. Usually it opens up in the program but if it doesn’t, all you have to do is go to the file (usually in your downloads), left click and find “open in”. After that, click on the “any video converter” icon. It should open. Then set it to convert to mp4.
This is the easiest format to work with in photoshop. You don’t have to convert your videos if you download all mp4 files but sometimes it’s helpful to have the video converter incase you accidentally download an avi or something which gets messy with photoshop.
You do NOT need to buy anything for this. If it prompts you to buy, just say no. (: This is a huge help for me, so I hope it helps you too.