Since LearnDash uses the built-in WordPress Media Library, you may use any plugin (free or paid) to add extra security settings to your files, downloads, and/or videos. This is one of the most popular ones:
You can use any plugin that provides the features that are right for your project.
For protecting videos, you have a few options.
You can modify your .htaccess
file to prevent direct URL access to the video file. Instructions for this method can be found in this article.
Alternatively, you can host videos on a platform like Vimeo or Wistia—both of which have excellent content protection options. You can also read this article for more information on protecting your video content: