Search your system. Either use Windows Explorer to navigate to;
"C:\Program Files\Windows Media Player\wmplayer.exe"
{If your Vista is a 64 bit version, then the path will be;
"C:\Program Files (x86)\Windows Media Player\wmplayer.exe" }
Or use Start > Search for wmplayer.exe
If you find it, then open it, or find a .wmv file, right click it, select "Open with" and select WMP.
If you cannot find it, then it looks like Bob is correct. That would be strange, (not that Bob's correct, he always is, but WMP is not pre-installed!).
Mark