Hi friends!
To be able to play songs you have on your computer from within Windows Media Player, you need to first add those songs to Windows Media Player’s library so that you can easily access them. Adding music to the Windows Media Player, thankfully, is pretty simple and straightforward. Here are the steps:

Launch Windows Media Player.
Click on Organize in Windows Media Player‘s toolbar.
Hover over Manage libraries and click on Music in the menu that appears. Doing so will open the Music Library Locations dialog box.
Click on Add.
Navigate to the folder on your computer that the song you want to add to your Windows Media Player library is located in, and click on the folder to select it.
Click on Include Folder.
When asked to confirm if you really want to go through with it, click on OK.

Once imported, your music appears in your library.

- See more:
How to Install Windows Media Player 12 on Windows 10: https://youtu.be/D13gkjh4yik