You can save the files to the phone, if, that is, the phone has enough storage space to hold said files. If not, then it would require the addition of a SD card to the phone for more storage space. But even then it would have limitation.
I am going to assume, since you didn't mention where they are, that the files you want are on a computer. If that is the case, all you would need to do is connect the phone to the computer via USB cord. Then go to "Start" and open "Devices and Printers". The connected phone should show in there. Right click on the phone listed and choose "Brows Files". It will show both the device and the SD card (if it has one in it). Select which one you want to move the files to .
Next you will want to create a folder on the phone called pictures and one called videos. (You can choose other names but this saves on confusion.) Open the pictures folder you just created on the phone. Now in another folder window on the computer go to where your photos are saved. Select all the files (yes all of them) and choose copy. Then go back to the the folder you created and choose paste.
It may take a while if there are a lot of them.
Then you repeat this all for the videos, but in the video folder you created.
Again, if there is a lot of them, they probably won't all fit on the device itself or even on a SD card. I would also recommend you not save them only to the phone and keep a copy on the computer. If you don't and the phone dies, gets lost, stolen, etc., all that stuff is gone forever.