There is a codec pack called Combined Community Codec Pack that provides all the necessary support for MPG videos on Windows 10 and any of the available operating systems. You can download the codec through the link posted below.
Application's page at Software Informer: http://combined-community-codec-pack.software.informer.com/
Download the package and install it while all the audio and video players are turned off. Once the codec pack is installed, launch the applications and MPG should be available for playback.