The url you are using the is the url of the entire web page, not just the video.
This web page contains a div with a flash video player in it:
<div id="player_prog" class="embed-responsive embed-responsive-16by9">
<embed type="application/x-shockwave-flash" src="http://www.rtp.pt/play/player.swf?v3" width="945" height="350" style="undefined" id="obj_player_prog" name="obj_player_prog" bgcolor="#000000" quality="high" allowfullscreen="true" wmode="opaque" allowscriptaccess="always" allownetworking="all" class="embed-responsive-item" flashvars="streamer=rtmp://rtppullswflivefs.fplive.net/rtppullswflive-live&file=2ch5h264&image=undefined&controlbar=over&skin=http://www.rtp.pt/swfjs/skin/fk.zip&autostart=true&plugins=http://www.rtp.pt/play/ova-jw-play.swf,timeslidertooltipplugin-3&stretching=exactfit&config=http://www.rtp.pt/services/rtpplay/pub/config_page_play/1468440000000/rtp-play/direto/canais-tv/rtp1&abouttext=© RTP.PT&screencolor=0x000000&aboutlink=http://www.rtp.pt/"></div>
This embeded element plays the video.
Generally, this page is not really designed to show you the actual video URL. There are some techniques which can help you see it sometimes (see: https://superuser.com/a/267655) but you also need to check you have the rights for the content if you are going to do this.
It worth noting also that there is an RTP Play Android app existing - depending on your requirement you might just be able to launch this: https://play.google.com/store/apps/details?id=pt.rtp.rtpplay&hl=en