To save a video to your computer is not as easy in WeChat as one may think. In WhatsApp this is easier since files are also local.
In WeChat I did the following:
1. Open web.wechat.com. I used Firefox 47.0.1
2. Scan IR code from WeChat on Iphone to login
3. Forward the video to your own ID so it shows up in Wechat Web
4. Right Click and Play Video
5. Right Click and Save Video
** For me IE 11, Chrome(several operating systems) did not work. Most of them saved 0 byte files.