It would help to know what happens when you double click on a video. Where does it go wrong?
Generally:
First thing you need to do, is make sure you have a video player that can play the videos you're interested in. Windows Media Player plays the most common formats, so unless you have an uncommon video format, this shouldn't be a problem.
Next, you have to make sure that the hardware is "installed" properly on your computer (this requires drivers). This needs to be done with every new operating system. To obtain drivers (in this case, you want one for your graphics card and sound card), you need to find out who the manufacturer's website and download them (and then run them to install them).
