IDM shows a video download panel, but when I click on it, IDM fails with some error like "download is not permitted". Why can this happen?

This problem may happen if you use some proxy. It is better to not use any proxy at all. But if you absolutely cannot avoid using a proxy, you should use the same proxy in your browser and in IDM. Otherwise server will think that you use different IPs for this video download and download may fail. Please note, that the same relates to different applications that try to control your internet traffic and act like local proxy. It can be some kind of FireWall/AntiVirus or other security applications. If you use your browser via such application, you should use IDM via it as well.

Also in some countries Video web sites may be blocked or access to them is limited. In such case please try add "https://*" in the exceptions list in "Options→Connection" dialog and set 1 connection for it. Please pay attention at "*".