Just hit the Download button after using the link. Then select the standard download option. There is no need to install the Mega app. If you have done all that, check your Downloads folder.
Also, there may be an issue with your phone. It might prevent you from downloading large files without a Wi-Fi connection, or you may have set a traffic limit on your phone that stops large files from downloading. Try checking your phone settings, it may help to resolve this issue.