In some editions of Windows 10, it's included as an optional feature that you can enable. Included in clean installs of Windows 10 as well as upgrades to Windows 10 from Windows 8.1 or Windows 7. (If you've got a Mac, you can download Windows Media Components for QuickTime to play Windows Media files.) Use this table to find the right version of the Player for your system.
Windows Media Player is available for Windows-based devices. Windows 10 Windows 8.1 Windows 7 Windows Media Player More.