First, open the page where there is the video embedded.
Right Click, Select Inspect (Ctrl + shift + i)

Choose the Elements tab.
Click the first button which contains a cursor
Select an element in the page to inspect it and click on the video itself.
This will select the video element in the Developer tools.
Scroll down a few lines, you will find a SCRIPT tag. < `script >
Copy the contents inside the SCRIPT tag to a text editor like Notepad
You can easily find the mp4 video URL with text search in your text editor.