Kaelyn, in most cases you don't need any special software/program downloaded to your computer to watch a video in Canvas. Yet, each Instructor and each school does things differently, so it's hard to say what you might need. This is the global Canvas Community, not specific to your school, so my recommendation is to contact your Instructor directly and/or Canvas Support at your Institution (Help link --> Report a Problem).
Hope this helps!
this is supposed to say what program do I need to have downloaded in order to watch screencast
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