Installed mpv with Brew, but nothing in Applications I'm trying to play anime with mpv. I have heard that it's the best player for anime.

https://mpv.io/installation/

I go to the website and I see that there's homebrew.

I run brew install mpv. It seems to complete successfully. Now what?

There doesn't seem to be an mpv app I can use to open my video files in my /Applications.
If you want to have the application linked to ~/Applications, have homebrew do that.

brew linkapps mpv


Since "linkapps" is being removed (for reasons) across all brew recipes, you might instead tap the cask which drops a functioning mpv into Applications and runs more like an app than a command line tool.

brew cask install mpv