Most DVR devices have Internet-ready feature which means that the DVR is able to stream live video through the Internet using an IP address. The IP address and the network interface can be configured using the built-in wizard or the configuration's window of the DVR software which is available with the purchase of the DVD.
And to be able to see live streaming on your phone, the DVR should have a static and routable IP address which can be accessed from the exterior device.
As a side note, you will need to have a compatible phone which supports video playback (a smartphone). For Android there is IP Cam Viewer Lite to view custom DVR streams and for iOS there is IP Cam Viewer PRO. Navigate through your market and search for the application based on your mobile phone. Install and start the application and then you can configure it to watch live video streaming from your DVR device.