I presume you know the source of the email and the attachment is OK.
Right click on the paper clip and it will bring up a menu with the name of the file and "save attachment." This will bring up another menu. At the bottom there will be "save to" and a folder to where you can save the attachment. It will also have "browse," so that you can save the file to another folder on your PC. When you have chosen where to save the file just click on save, and your video clip will be saved there.