Hi ELB33,
Welcome to the Apple Community
Wondering which iOS version is installed on your iPhone.
If you are using a recent iOS version like iOS 16
and
Automatic Sharing and Photos ise turned on in Settings > Messages > Shared with You,
and your friend who sent them is in your contacts.
You might find the photos and videos that were sent to you are waiting in the "Shared with you" folder in "Photos".
You would be able to play the videos in the Photos app.
More info:
How to: View photos and videos shared with you on iPhone – Apple Support
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Else:
Use Messages on your iPhone or iPad - Apple Support
says:
In the messages app:
Find attachments from a conversation
✽. Open the message.
✽ Tap the name of the contact at the top of the message.
(If you're using iOS 14 or earlier, tap the Info (i) button .
✽. You'll see Photos and Links.
✽. Touch and hold an image or attachment to show options like Save, Copy, Share, and Delete.
You should be able to view / play the saved Photos and Videos in the Photos app.
(If you can't find where you saved the attachments, try looking in "Shared with You".)
All the best :-)