How is a movie downloaded?

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I'm not very sure what are you asking? If you mean your movie is in a rar file,you can try some softwares ,such as Password Unlocker ,Rar Password unlocker and so on. You can find them though...

start, search, files and folders, type the name of the movie/file search.

This is a very broad question which can not be answered specifically. It all depends on how much memory your phone has and the size of the movies you're putting onto it. However, when you Sync in...

You can't download Pokemon the movies, it's illegal. Better, you must but it. :)