Wrong Post

There are third-party websites which help you to do that.
However, Instagram is not a Microsoft product and this issue has nothing to do with Windows and because this is out of the scope of this forum, I am not able to help you.

Simple way use Instagram app on phone to download video then transfer files to your pc using Usb cable or sign into Instagram using pc then download the content to your computer. Settings for downloading videos will vary from pc or phone