Well, and I could be wrong here, but I recall the Photo app (don't recall exactly which Windows OS default Photo related app) can play movies. (silly M$). The next step, be it MP4, FLAC, MKV or whatever is to make sure the app has the right decoders installed for it (if available). And MKV, being a video file, do yourself a favor and start with Windows Media Player which supports MKV natively (if my quick search results are accurate)
But to OP - All videos are not created the same, with lots of different encoders, and encoder settings used. Some common ones can play in the OS by default. Others require you to take extra steps to play them. Which steps? depends
I'd start with getting some of the free MS Provided decoders like HEIC (for newer photo compression encoder support). And then do some research on preferred codec pack for MKVs (or whichever format)