Windows 10 doesn't support HEVC out of the box, but you can add support by installing either of these from the Microsoft Store:
The first one is free, but it's unclear whether it's available to all people or not, or what the criteria are (maybe GPU manufacturer? I'm not sure). The second one isn't free, but is very cheap. Both are official things released by Microsoft.
With those installed, that may be all you need to do. If Windows Media Player is able to play them, they should work automatically.
If WMP can't play them, the related splitter and decoder DLLs might need repairing on your system. Telling WMP to take over the file type is often enough to do that: