Someone already created a zip file
https://uploadfiles.io/0nvvu
Yeah... I had another look, and both firefox and explorer don't have that download icon - only the time bar and volume control.
BUT... google chrome does have it, so it must just be an in-browser add-on that does it for sites like that one.
Or, the Paramount site was designed to work best/fullest on Chrome, and other browsers just don't have the same default plug-ins to utilise their website completely.
I have no add ons on my browsers, but yes I have only used Chrome to access that page.