Some of the vimeo videos or accounts are private and some videos are geographically restricted by the owner. We cannot access these vimeo videos, thus they cannot be downloaded.
When you left click on the download link it is normal the browser starts to play vimeo video. You need to right click on download link and choose "save as" to save the vimeo video.
On a PC, they are usually saved under "Downloads" folder. On IOS and android devices you can save vimeo videos to browser download folder or directly to Photos app.
Most of the vimeo videos we serve are in HD or Full HD format. This means that you can download highest quality vimeo videos including 1080p vimeo videos and 720p vimeo videos.