If you'd like to save your files from Collect to your iOS device, you'll just need to do the following:
Press and hold down on any file in an open board, your Sort later, or your All items and you will see the option to select each image you want to save.
After choosing which files you want to save, tap 'Export'.
A new menu appears where you can select how to want to save your files. You can choose an installed app or a folder on your phone or in iCloud.
If you're not sure where you've saved your files, you can check the default download location. For images and videos, that is the Photos app.
That's all there is to it! Your file will now be saved to your device and you can do whatever you like with it.