At Bayside Digital, we give a special link to our clients, once their videos are converted to .mp4.
At times, it's not easily visible the download button, that's below the lower right, below the video.
All you need to do is click on the download arrow and it would download where normally you have set up your downloads from online sources.
Vimeo has also instructions that I hope will help you. It's at: https://vimeo.com/blog/post/how-to-download-videos-from-vimeo/
I hope this helps.
Click on the down arrow and it will give you options to download:
