It says windows cannot open the file without knowing what created it!
Standard warning from Windows. The developer simply did not bother to jump through the hoops and pay the 'graft' money to Microsoft et al to have a security certificate validated for that particular file.
I dont know if I have all the codecs. How do I find out and can I download them?
Right click the file in Explorer and view the advanced properties to see if it is available here. You may need to change MPlayers behaviour regarding codecs in the Options dialog. Covered in
this Microsoft support article.
Beware of web searches for certain codecs. They can damage Media Player and also install malware. Create a system restore point just in case.
Good Luck!