IDM done download but the download file is missing?

Question

I test IDM (internet download manager) a little bit:

1. I go to youtube: https://youtu.be/J6TPVunLhkw

2. I catch the link, but instead of downloading, I copy the link:

   https://r4---sn-8pxuuxa-nbole.googlevideo.com/videoplayback?signature=2A4200725E60F9CF8E26CB328A4DE3F008320F15.BF951E6E39E2B8C93231C05C9F4C2DCDC95BEB47&fvip=4&sparams=aitags%2Cclen%2Cdur%2Cei%2Cgir%2Cid%2Cinitcwndbps%2Cip%2Cipbits%2Citag%2Ckeepalive%2Clmt%2Cmime%2Cmm%2Cmn%2Cms%2Cmv%2Cpl%2Crequiressl%2Csource%2Cexpire&itag=160&ei=C_RMXJTxB-6Oz7sP1qSAiAY&id=o-AH-Pv1_cuJH2gch9T89cBwaOn9YEzA85NcZPAc-3vsfG&c=WEB&mn=sn-8pxuuxa-nbole%2Csn-i3b7knl6&mm=31%2C26&ipbits=0&initcwndbps=1001250&clen=215144&ip=27.75.209.49&ms=au%2Conr&dur=15.333&mv=m&mt=1548546984&keepalive=yes&gir=yes&expire=1548568683&lmt=1547758775020660&aitags=133%2C134%2C135%2C136%2C160%2C242%2C243%2C244%2C247%2C278%2C298%2C302&key=yt6&txp=5432432&pl=21&mime=video%2Fmp4&source=youtube&requiressl=yes
   

3. I paste the link I got at step 2 to Firefox and press Enter 2 times:

   3.1. the first enter, I see the video is in Unfinished list.

   

   3.2. the second enter, I see IDM can download the file, but after the download is done, there is no file.

   

So what's happen to the file? Is it stuck somewhere in Windows? I just want to find that file to delete it to finish my test.