The Mac comes with individual programs for playing multimedia files:
QuickTime Player (Chapter 14) to play back movies and sounds.
iTunes (Chapter 8) to play CDs, Internet radio, MP3 files, and other audio files. (iTunes for Mac, like its Windows brother, can even create MP3 files.)
DVD Player (Chapter 8) for playing DVDs. If your Mac does, in fact, have a DVD player built in, this program is in the Applications folder.
Windows Media Player is , however, available in a Macintosh version, paradoxical though that may sound. You can download it from www.microsoft.com/mac.