How to access local downloaded videos(files) of the filesystem in the Android emulator?

Question

I'am use Android Studio 4.0 on Mac(Linux/Mac system). I want to copy downloaded videos to my computer from android emulator.

So I want to install android app from Play Store. Inside app, downloaded and watched videos.

By the way I'm not sure this videos is saving on sdCard, caching or whatever. But I could not access this files.

I tried 2 different ways that listed below to find videos.

1-) Look at the ~/.android/avd/ for unix/mac system.

By default, the android tool creates the AVD directory inside ~/.android/avd/

2-) Android Studio, View -> Tools -> Device File Explorer. Opened left panel, but not have videos inside those files.

Do you have any suggestions with this issue?

I can not try real device, because I am using iPhone currently.