All the purchased videos can be found under the "My Videos" tab, in the "My Collections" Area.
Step 1: Go to the header menu and under the My Collections icon, select "Videos"
To download one file only:
Step 2: Click on the "Download" icon, found in the last column, in the right part of every row.
To download multiple files at once:
Step 3: Select the desired files by clicking on the "Select" icon.
Step 4: Click on the "Download" button found in the bottom-right corner of the table.