How to download a YouTube playlist
Paste the playlist address and you get the list of what is in it. From there you pick the videos you want, one at a time.
Playlist links versus video links
A playlist address contains "list=" and no single video. If you opened a video from inside a playlist, the address carries both — and in that case the one video you are watching is what gets read, which is almost always what you meant.
Auto-generated mixes, whose ids begin with RD or UL, are built per viewer and have no fixed contents, so they are not treated as playlists.
Why one at a time
There is no "download everything" button here, and that is a deliberate choice rather than a missing feature.
Mass downloading is the single heaviest thing a visitor can ask of a service like this, and it is what gets a tool rate-limited or blocked at the source. Keeping it to one video at a time is what keeps the service quick and available for everyone using it.
Long playlists
Only the first entries of a very long playlist are listed. Reading a playlist of several thousand videos takes minutes, and nobody chooses from a list that long.
If what you need is further down, open that video on YouTube and paste its own link instead.