Can you download movies from iPhone to Super drive?

No, that is not possible.

See -> Transfer photos and videos from your iPhone or iPad to your Mac or PC

Transfer photos and videos from your iPhone or iPad to your Mac or PC - Apple Support

No, it is not possible.

See -> Apple USB SuperDrive -> Apple USB SuperDrive - Apple

• Check -> Super Drive -> System Requirements & Compatibility.

If you buy movies listed under Apple TV Store then Yes. See the pic below which is self-explanatory

The question is -> can you download videos from iPhone to SuperDrive?

A SuperDrive is not an Extrenal HDD / External hard drive.