Never download a .dmg file from a site you don't trust; it may contain a Trojan.
Always ensure you have the right to download the content. Downloading copyrighted material without permission may violate the Terms of Service of the hosting site and local copyright laws.
Open your chosen converter and paste the link into the "URL" or "Paste Link" field.
If you are searching for why a converter won't "work" with certain sites, it is usually due to one of three reasons:
A dedicated app known for high-quality rips.
Sites often change their code to prevent third-party downloading.