Applying out of home country

Hi there

I'm in Cambodia and wish to obtain a tourist Visa. Do I need to wait in Phnom Penh after submitting my application, or can I travel around while I await the 4-day application time?

Also, I am unemployed, as am taking time out from work to travel. Does this mean I will need an original copy of 6-months of bank statements, as this will be difficult to obtain given I'm out of my home country of New Zealand.

Thanks