If you want to play wmvs in IE only you can embed Windows media player. Otherwise, your best bet is a flash based player. Your question is poorly worded, so I am guessing that English is not your first language and you've had trouble forming a google query that gets what you want.
This[
^] has some promising links. Any player you find will come with a tutorial on how to embed it. I typically set the flash vars that specify the file to play with a code behind property embedded in the aspx.