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Hi and thanks for using Just Answer1) Cloud on with relation to your ipad and Iphone relates to Apples Cloud storage. You can turn these on, on your phone so that your items sync with Icloud.
The advantage of this is that you get to have things sync to multiple devices, like notes pictures contacts whatever you choose to sync
2) to save videos to the hard disk on your Ipad you have two options, the first is to buy the videos on your ipad from the itunes store, the second option is if you have a video imported into itunes on your computer you can then sync it to your ipad
3) in terms of linking your phone to your ipad, and you are looking to use your iphone to give the ipad internetTo do this with your Iphone 3G and your Ipad 4th generation, you will need to make sure your phone is on IOS 4.3 at least You can then use the personal hotspot feature to setup the 3g phone with a bluetooth personal hotspot setup You can then go to your ipad and connect to the iphone via bluetooth