To have Windows Media Player readily available in future, do the following:
Type 'Windows Media Player' into the search box (at the bottom left of your screen).
When 'Windows Media Player' appears above it, right-click on and select 'Pin to taskbar'.
Then you'll only ever have to click on the WMP icon on your taskbar in order to launch the program.
However Windows Media Player is horrid, clunky software and best avoided anyway. For an all-purpose media player (handling both audio and video files), it's impossible to beat VLC:
https://www.videolan.org/vlc/index.en-GB.html
For a superb audio player though, give MusicBee a go:
https://www.getmusicbee.com/