There are three option to open the video files with VLC media player. First one is to open the program and drag and drop the file. The second one is to launch the player and press Ctrl + O to open a single video file or Ctrl + Shift + O to open multiple files. The third solution is to double-click the video file. For the last one, you need to have the VLC program configured to be the default media player. For this purpose, right-click the video file, select Open with and click Choose default program. Select VLC media player from the Recommended Programs window, check the Always use the selected program to open this kind of file box and click OK.