Do you have iTunes on a Mac or PC?
Drop the movie into iTunes on the computer you sync with.
Select the file in the iTunes library & then choose 'File menu > Create new version > Create iPod or iPhone version'.
When that completes copy the new fie to the iPhone. (Either over email or directly via a sync).
iOS is very particular about the video file formats it supports. iTunes is the easiest way to convert to a compatible format.
If you have no computer ask the person who created the videos to export in an iOS friendly way.
.mp4 and .mov ARE supported on iOS, but only if you have the right audio & video codecs inside the containers…