The video files need to be coded with an iTunes video encryption if you are downloading the videos on any iOS device.
Download a generic video downloading and playing app.
(Note: these do not need to be the paid versions. Our team was able to get Video Downloader- Download & Play Any Video by Appsneon from the Apple Apps Store for free)
It allows you to open a browser window in the app, go to the membership site, click the video you wish to download by pressing the play button and a pop up will appear asking if you wish to save the link or download the file.
If you select download the file it will download to the files which can then be accessed in the future by opening the app, selecting files at the bottom and then the video you wish to play.