By default YouTube doesn't allow videos to be downloaded from their site.
As the whole idea is to limit you from enjoying video content offline.
In the mobile version of youtube there is a shitty support for downloading videos but its still requires internet connections at some point.
Luckily a great place to download videos and take them completely offline is keepvd.com.
They even have a a desktop app for windows as well as an android app.
Visit the website and learn more.