Once inside the Files app, navigate to the folder where your downloaded files are located. In this instance, the default save location is On My iPhone.
Once in the On My iPhone folder, your downloaded video file(s) should be there
Select the file(s), and select the share button in the bottom left corner. From here you will be able to save locally to your device. This video help will allow you to be able to post your videos to social media from your photos app.