I have an online study app on my mobile. I have bought their subscription and downloaded their classes. Now I can only avail those classes through the app. But I want to save those classes as mp4 files in my SD card.

Most apps save their data in this location-> “Internal Storage/Android/Data”, but when I open this folder, I can’t find any Subfolder of that app. Where does it save it’s data? If I can find them, can I turn them into mp4 files?