Do the videos you take on iPhone go to the iCloud? If so where do I find them on my computer? It didn't go where my pictures are.
No they don't get moved to the iCloud. At least not automatically. There is a feature called Photo Stream which does exactly that with photos. But there isn't a Video Stream (yet).
Note that iCloud backups do backup your videos (and hence go to iCloud), however, they are not user accessible (except in restoring an iDevice).