To begin, please make sure you have configured your iOS device with iCloud. Please see Apple's guide here if you require assistance.
To save your images and videos to iCloud:
1. Go to the GemLightbox Gallery
2. Tap Select in the top right-hand corner
3. Select the files you want to save to your phone and tap Export in the left-hand corner
4. Find and Tap Save to files
5. Select the folder destination under iCloud Drive and tap Save