Ah, you can download the demos from above. To view them, you need to move the demo into the demo folder that is located in your games profile directory.
Default is C:\Users\%username%\AppData\Local\Activision\CoDWaW\players\demos
To view, you need to load the mod that it was taken in. For example, if the video was taken in DM2, as were the above, start COD and join the DM2 server. Then exit the server but not the game. This loads the mod.
Then hit the ~ key to bring up the console line at top of screen.
Type in: /demo demoname
That's it.
Additionally, you can also set up key binds to record demos in game. These demos when taken are saved to the demo folder and can be played back afterwards. Again, you need to load the demo in which the demo was recorded in.