Photos are delivered through a zip file that you download. In most cases, it will be the first link in the email, and clicking on the link will automatically start the download to your computer. Simply double-click on the zip file to extract it, and you will find two folders: "Print" and "Web/MLS", to be used accordingly. The Web/MLS version is already formatted for the MLS, so you can just upload directly, without editing or resizing. The Print version is a larger, hi-res version that is best used for Printing.
Videos are done much in the same way - with a link you click in the email to begin downloading - however individual video files aren't contained in a zip file. Once they are downloaded, you can simply open the file to view. And since it has been downloaded to your computer, you can also upload the video to your personal site or social media.