Summarize this article:

Click the Windows logo in the bottom-left corner of the screen. This gear is in the bottom-left side of the Start window. This icon resembles a bulleted list of horizontal lines. It's a tab on the left side of the Apps menu. The current app below the "Video player" heading will usually be the Movies & TV app. It's the orange traffic cone icon in the pop-out window. This will set VLC Media Player as your default movie player for all media on your computer.

Summary:
Open Start . Click Settings . Click Apps. Click Default apps. Scroll down to the "Video player" section and click the current app. Click VLC media player.