Windows 8/8.1 and 8/8.1 Pro comes with Windows Media player 12.0.9600.16384 natively. Can you not find it? What it does not come with is the ability to play DVD's...for that you'll need some 3rd party software to play your DVD/Blu-ray's. Windows 7 was the last MS OS to come with Window Media Center which did play DVD's but not blu-ray. I prefer using Cyberlink Power DVD 13 for my DVD/Blu-Ray disc's. It's not free. I here VLC works well.
Ah...good point Aninvitedsoul. I forgot about the EU users, it's been removed from their version of 8/8.1 due to the law suit the EU filed.