To play WMA files on Windows 10 you need to open it with Windows Media Player (WMP). To make WMP default player for this type of audio files you can these steps: Find your WMA file in the folder; Click right mouse button on the file; Find “Open with…” option > “Choose another app” In the window that opens click on the checkbox that says “Always use this app to open .wma files.” Select Windows Media Player from the list of apps and hit the “OK” button.