I’ve installed 2.2.2 FFmpeg and Audacity auto locates it - so far so good.
I then launch the latest nightly alpha 2.0.7 and try dragging the YT listing for a video onto the Audacity - all I see is a little red circle with a red diagonal line on a white background - and no audio.
I play the audio in YT and try dragging that and nowt happens
Sorry if I raised your expectations, but you missed the sentence before the part you cited. That sentence said “you can download the videos if you search online how to do that”
So you have to download the actual video file onto your hard drive first. Then you can drag the downloaded video file into Audacity.
You can’t drag URL’s of any description into Audacity. So you can’t drag in streaming audio playlist files like M3U or PLS because those files are just lists of URL’s.