Bridge is just a viewer, it lets you see many different types of media and is a "bridge" to connect them (pun intented). The images are not IN Bridge any more than they are in the Finder or Explorer.
Either from the File menu or from a right-click, you can "Reveal in Finder" and then you know where they are (if you didn't already).
Not sure what video application you plan on using (you do not mention) but you can open them up any way you want. IF you want to transfer the images TO your iPhone you should probably check with Apple on that.