As far as I know no, you cannot download it on the phone.
You download the game here.
First, you click Download Witch's Heart 2.00, it will download a file. You have to extract the files with a special program, for example 7zip.
No need to install anything, just click the .exe file after you extract the files and you're good to go. After you finish the base game you can download the Bonus stage and the Post bonus stage content the same way. But, since all the parts are linked, you have to first finish the main game, then download the Bonus stage, follow the intructions in the game itself after you start the Bonus stage to transfer your progress from the main game, finish the Bonus stage and then repeat the transfering for the Post bonus stage content.