There are plenty of applications available to watch CCTV cameras on your smartphone. I have narrowed it down to a list with the most common applications used to view camera streams, but it's possible that some of them lack compatibility with your phone.
It's best to use the Store application in your phone and search for CCTV.
Alternatively, use the following link and log-in with your Live account to see which are compatible: https://www.microsoft.com/en-us/store/search/apps?q=cctv