Simply drop the files into iTunes, and then sync to your iPhones 5.
iPhone reads mp4 or m4v files, so make sure your files are these type of file extensions. Or you will need to convert them firstly using video converter application such as Handbrake or AppGeeker.
For converting videos for iPhone, lots of advices on this subject: Assuming you have some of WMV files, and want to sync to iPhone, check wmv to mp4 conversion here.
All of process for different formats are similar.