Normally Facebook should not give direct option to download video. So follow the below easy steps or you can also refer below Youtube video tutorial for reference.
Play your video what you want to download
Copy video url without www
open new tab and type "m." then after past your video url ( Eg m.facebook.com/video.php?ffxx )
Play video again. Than right click on video and select “save video as”
If not clear this step you can see this Youtube video How to download facebook video without software