Capturing video to replay for studying

Hello Community,

I am new to Wireshark. I performed a few Google searches to try and find the answer, but I had no luck. Currently, my job has paid for me to take a certification training through online means. The companies site I log into is using HTTPS and I click on each module to watch the video. Is there a way to capture the video with Wireshark so I can download a copy of it? I want to turn the video into an audio track so I can listen to it in the car, etc.

Any help would be appreciated!

Thanks!