Well, I have Age of Empires 3, but I lost my game disk (disk 1). Is there a way to download the game files to my phone and move it to my computer to play?
No, it's not possible to download games to your phone to transfer them later. There is no official way to do it except Steam. Install Steam and create an account then you have the possibility to buy the complete Age of Empires 3 collection. This is the only way to do it for this game.