In order to install youtube-dl simply run following in terminal.
It require ffmpeg installed on your machine.

pip install youtube-dl

| check quality available to downlod

youtube-dl -F https://www.youtube.com/watch?v=H9tWRGxuKTw

| save audio locally

youtube-dl -f bestaudio --extract-audio --audio-format mp3 --audio-quality 320k https://www.youtube.com/watch?v=H9tWRGxuKTw