If your connected to the drone via the RC and Fly, you can go into the album and view the items you've captured and transfer them to any connected device.. The problem here is that it's slow and if you've captured any videos in 4K or better or ProRes, they will be huge and your device has a LOT of space, you may not have room for larger files.
What you want to probably do is connect via USB to the drone, and transfer files that way.. on an IOS device, you may need an adapter to do it, depending upon which device you have.. It would go faster to a computer..