Open the file you downloaded, and open the installer. You'll have to click yes a few times to finish the installer. Don't change the install location that Qt suggests -- installing Qt in a different location can cause problems.
The video shows a user opening Qt 5.2.0 you'll be opening Qt 5.4.1 instead.
You can now open up Qt Creator using spotlight (the magnifying glass at the top right of your screen) and typing in "Qt Creator". With this, you're ready to start running programs and writing code -- congratulations!