How To Download Videos Without Usb?

To/from what? A cell phone, perhaps?

You really, really should invest in a USB cable if this is something that interests you, as the only alternative that I know of is as follows...
- upload the videos onto a website using your computer (or your phone), whichever one holds the video in question (obviously this point requires you to know how to use sites like youtube for storing/sharing video files)
- go online with your phone (or computer), i.e. The other device in question
- navigate your way to that same website, and the page where you've put the video
- download it onto the other device, being careful where you save it (don't lose it on your computer, and don't save it in the wrong location on your phone)

If your phone won't go on the internet, you're completely out of luck.