Hi Deborah,
It depends on how your instructor added them to the course to give this a full answer. Canvas has it's own built in video hosting capability, but many schools have other systems such as Canvas Studio, VidGrid, MediaSite, Panopto, etc, just to name a few and in each case the answer and process might be different.
In the video systems I work with, if the instructor has the ability to let students download videos and they have enabled it, there will be some sort of download icon either in one of the corners of the video, or perhaps on a menu across the bottom of the video. Seeing something that says Share also might give the option.
If that doesn't work another thing to look at is if your school has set up Canvas to let students download course content to view offline. In the Course go to Modules and look for a button that says Export Course Content across the top. If it's there you can essentially download the entire course and access is offline on your computer. If the videos were hosted on Canvas' video platform they should also be viewable when downloaded like this.
Good luck,
Rick
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