Well for a starter you should have had some software to install with your phone, if not then see if you can download any relevant software for it, or buy it. If you have the software and it is is installed, it should just be a simple case of plugging your phone into the pc via the usb cable. It should then run automatically. Usually it will start up and show you different icons in a window, you need to look for an icon which is either something named download manager or it might just show a multimedia icon which is where your video or picture is stored, it all depends on the software. It should then be a simple case of searching for the file you need and then copy it, or drag and drop the file to your pc. Hope this is of some use to you. If all else fails do a search in Google ie: How to download files from *** to Pc.
*** being the model of your phone.