@cootmaster
https://www.youtube.com/watch?v=Je6LEHOf574This link points to an HTML (Hyper-Text Markup Language) page. This page contains text, links, markup, embedded plugins and Javascript. HTML is designed for web browsers to download, parse and display. Regular download managers like uGet have no idea or even any desire to make sense of it. Their purpose is to download and save the link they're given.
In order for you to download the actual video you need a program (youtube-dl or SMTube) to download the HTML page, parse it and extract the link inside it that points to the real video file. This explanation is grotesquely over-simplified as Youtube doesn't want you to download the videos posted to their site because they don't get any revenue unless they can display advertisements. Another issue they have is they're not able to control the content once it has been downloaded.
Anyways because of this they use a variety of methods to obfuscate the link that contains the videos actual location. For this reason you need to use either or SMTube to get the real link and in SMTube's case pass that link to uGet to download. Outside of these (or similar) programs there is no easy way to download a video.
I hope that answers your questions.
BTW youtube-dl supports a LOT of different sites, but requires that you use the command line.