To watch Thus Spoke Kishibe Rohan (Episode 001: "At a Confessional"), the best way is through official streaming platforms that offer "Watch Offline" or "Download" features within their apps.

This response uses data provided by Google's Knowledge Graph Watch Thus Spoke Kishibe Rohan | Netflix Official Site

You can purchase the series as a digital download here.

This is the primary worldwide distributor for the four-episode OVA series. If you have a Standard ($15.49/mo) or Premium ($22.99/mo) subscription, you can use the "Available to Download" feature on the Netflix app to save the episode directly to your mobile device or tablet for offline viewing.

While direct .mp4 file downloads are not typically provided for public distribution due to licensing, you can download the episode for offline viewing through these authorized services: