How to convert video format on mac?

I want to watch this video on my mac and put it on my iphone, but the video format is.wmv which is the windows media player.

Click the "App Store" on the Dock and get one of these…

Any Video Converter Lite
or
U2Any Video Converter

The output setting should be for "MPEG-4/H.264" or "MP4". That result is for Mac. For mobile devices, import into iMovie, drag whole selection of frames to "Project" area, go to top menu bar > Share > Export As. Then choose the correct device.