It comes in form of a userscript, which is just javascript with some extra features. Quick demo: (if you just see a empty space here just click underneath this text it should open a gif)
but it's quicker than downloading the episodes manually.
EDIT: i've made a way better and quicker version for gogoanime which uses the same links as yugen, you can find it here: ĭisclaimer: this does nothing else just than automatically copy the links from the built in download button.