Is the video created in realtime by executing code that draws geometric objects on the screen? Then just write this code into the shader.

Or is it something more complex like a prerecorded video? WebGL needs a link to a video in a <video>-tag to use it as a texture. This means the link to your video is visible in the HTML document.

You can make downloading difficult by setting up a video streaming service with DRM. But even then it's possible to record the video with the help of tools.

If you don't want other people to download the video don't upload it in the first place. Everything visible on a website is downloadable. Otherwise your browser couldn't even display the contents.