With most versions of Windows 10, WMP is accessed by going to Start > All Apps and scrolling down to where WMP is found alphabetically.
However if you've got an 'N' version of W10 (Windows 10 Home N, Windows 10 Pro N, Windows 10 Education N or Windows 10 Enterprise N) then you won't have WMP installed and you'll need to download it from here:
https://www.microsoft.com/en-us/download/details.aspx?id=53356
(To check which version of W10 you've got, press the Winndows key & R together. Type winver into the box. Press enter).