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If you're on a iPhone: Unsure. Apple makes it needlessly hard to transfer files into or out of your phone. It might be possible using like a dropbox app or something to transfer the files onto an Apple device and then open the files there using that - but I don't own an iPad / iPhone to try this personally.
If you're on an Android phone: wget makes a folder of files, you should be able to hook up your phone's USB connection to your computer to transfer them over. Tell your phone to connect to your PC as a MTP device (should be default option), and then drag-and-drop the files to your phone. Then you can open the files on your browser using any file browsing utility to open them (I use 7zipper 2.0 but there's a lot of options here) to tell a web browser like Firefox to open the html files.
If you're on a windows phone, a blackberry, or anything else, I have no clue if it's possible or not or how.