What have you tried? And what are the Settings > Camera on your iPhone?
- If the Settings > Camera > Formats are set to "Most Compatible", the Live Photos will be stored on the iPhone as a pair of a JPEG and a mp4 video, coded as H.264
- If the Settings > Camera > Formats are set to "High Efficiency", Live Photos will be stored on the iPhone as a pair of a HEIC still frame and a MOV file, codes as HEVC.
The Settings > Photos > Transfer to Mac or PC will determine, if the HEIC file will be converted to a JPEG, when you transfer it. To download the Live Photo you need to download both the HEIC still frame and the HEVC video component together. There may also be an .AAE sidecar file with the adjustments.
To transfer the HEIC and HEVC files without being converted to JPEGs, ensure Settings > Photos > Transfer to Mac or PC is set to "Keep Originals".
What kind of computer are you using? A Mac?