The programs you cite can connect to the internet by assorted means, Cellular (often called Wireless),, Wired (Though your phone likely can not do it that way) and Wi-Fi (which is also "Wireless" but we call it Wi-Fi)
Cellular (wireless) your phone is connected via a tower somewhere, usually distant, and you are using up your data allotment when you use it.
Wi-Fi, you are connected to a router, Likely much closer to you then the tower, this router is then connected via (usually) Telephone lines or cable.
Connection speed is the issue... Though Verizon advertises the largest 4G, as does someone else, only one of them can be true. If you are on a 3G or lower connection speeds may not be good enough for video
Wi-Fi, with a decent connection you can get like half a gig per second speeds, or better.