All videos are generally saved in downloads folder, it is also depends on your operating system whether you are using Windows or MAC.
Tip: You can view Browser’s download history by pressing (CTRL+J)

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Step 1 – Open Facebook video in you browser which you want to Download, just copy video link with (CTRL+C) or (Right Click Copy) from address Bar.
Step 2 – Paste video link (CTRL+V) or (Right Click Paste)in the above input box then click on “Download” button.
Step 3 – After clicking on download button, within few second you may see the (SD | HD) download links.
Step 4 – Choose The Video Quality/Resolution Which you want to download SD or HD Quality.
Step 5 – Click on generated video link, it will start video downloading automatically.
Step 6 – (Optional) If you want to download videos in high speed, than copy video download link (SD or HD) and paste into IDM as ADD URL.