You will need first to have apps in the phone capable of reading those files, apps like knotes, pages, documents to go, quick office etc... Once you have any capable app install in your iPhone, go to your mail box and tap hold the file you want to save in your phone, by tap holding the file, a dialogue window will display asking to know what to do with the file, select "open in" and chose the app you want to save your file to, once the file is open in that selected app there are usually options in those kind of apps to save the file somewhere in a folder or recent files or something like drop box, icould etc..