The VideoLAN Forums

whenever I put link into te VLC download taken from the web (safari), the download starts but ends in another moment.

I don't think it can be done right now, the people from VLC can confirm.

The workaround is a two stage process, first to download it to your Mac/PC and then use 'Sharing via WiFi' to download it to the iOS devices.

Yes, indeed, VLC on iOS can only download specific files, like when you have a mp3 on a certain URL on a server. It cannot and will not be able to download say videos from YouTube, etc.