All of your videos that you make through Wavve will be available in the My Videos page in your account.
To download a video, click the More drop-down box under each video. Then click the Download button to download that video to your device.
If your video is playing in your browser instead of downloading, that could mean that your browser settings are set to play MP4 file types. If this happens, try right-clicking on the Download button and select 'Save link as'. You could also try using a different browser.
Unfortunately, the iPhone won't download media files. Mobile Safari wants to play those types of files instead of downloading them. You would need to download the video from a computer and transfer it to your iPhone. One way to do this is to use AirDrop. Depending on how long the video is, you could also email it to yourself. Some customers have told me that using Google Drive or Dropbox has worked for them, though I haven't had a chance to test this yet,