Thank you!
I don’t have an answer for you about your phone (I don’t know if you managed to get the whole movie, if you have space to extract it, if it even extracted to a file, if you have the means to play it back, etc). But yes, you should use a computer. If you did manage to download all of the parts, just transfer them over to a computer to extract them. You can worry about trying to play back the file on a phone later, but you might need or want to convert it first.