If a file doesn't open in your Browser, use these steps to Open the file.  Use the example of this Video File.

1. Right-click the link and choose Save Link as...
3. The file should save into the Downloads folder with its given filename. You can change the location to another folder, remember where you put it if you change location.
4. The filename will show up at the bottom left in Chrome. When it finishes, Don't click the filename.
5. Click the up arrow ^  by the Filename and choose Show in folder. You could Press Windows key+E to open File Explorer to find the folder later
6. Now, you have 2 choices:
   a) Right click the filename and choose Open with, then click VLC media player from the list (use this program for Audio and Video Files)
   b)  Right click the filename and choose Open with, Then click Choose another App.
           Click VLC media player and check the box Always use this app to open .mp4 files