Folx requires a direct link to a file in order to download it. If a link redirects to another resource or is generated dynamically with JavaScript, Folx will not be able to process it.
You will have more luck with indirect links if you use the Folx extension in Google Chrome, which may be able to capture some of them. You may want to try it with your favorite websites to see how it works (this can be tested in the free version of Folx as well).