'WMV' is a video format. (Windows Media Video).
Theoretically, such files should open in Windows Media Player. However, different 'codecs' are used in creating WMV files. If the relevant codec isn't present on your PC, you won't be able to play the video.
You can try to search, on the internet, for the relevant codec for each file but this is a pain in the @rse and not worth the effort. Instead, save the file to your hard drive. Then get hold a decent (free and 'codec free') media player for viewing videos. (Windows Media Player is a reasonable application for playing audio files but pathetic for video).
Most people, who're 'in the know', have at least one of these (free) media players on their PC:
VLC:
http://www.videolan.org/vlc/
GOM:
http://www.gomlab.com/
Once you've saved the attachment to your hard drive, you should be able to open it with one of those players.
Chris