How do I transfer a file from a guest account on a MacBook Air?
Every user account on OS X has a public drop box folder inside its Public folder (path is /Users/USERNAME/Public/Drop\ Box/). So what you can do is download the file into Guest's Download folder and then copy it (via Terminal or Finder) to /Users/ADMINNAME/Public/Drop\ Box/. You will get a warning about not being able to access the file after the copy, just click ok there.

Alternatively you could move the video to /tmp and then switch accounts. Files owned by guest are not deleted from /tmp if the Guest user logs out.