In this tutorial Gary from www.jargonfreehelp.com show you how to copy those movies/videos to your iOS device whether it be an iPod Touch, iPad or iPhone. It works the same way on Windows or a Mac. Always make sure you have the latest version of iTunes.
If your files won't drag across or allow them to be added to the library it could be that it is not in the correct format, see this video to convert them:
Windows version: youtu.be/ZOlJfwgT-70
Mac version: youtu.be/BLd8X2r_dbI