If you want to play audio file and video file in windows form c# project then you should go for windows media player control. This is unchecked component of toolbox bydefault. If you want to add media player into the list , check my previous article.
There are various step to design player in windows form, these are:
Step-1: Add menuStrip control on the form, add 'File' text in it as a root also design sub child of the root item like 'open' and 'add to the playlist'. Looking like



Step-2 : Add Windows media player and ListBox on the form also set the properties of both controls
Window Media Player control --Name property = WindowsMediaPlayer1
ListBox Control -- Name property= listBox1

Step-3 : Double click on Open file menu item and handle raised event, also double click on Add to Playlist menu item.
Step-4 : Copy the code and use it
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;

namespace mediaplayer
{
    public partial class Form1 : Form
    {
        string[] path, filename;
        public Form1()
        {
            InitializeComponent();
        }

        private void Form1_Load(object sender, EventArgs e)
        {

        }

        private void openFileToolStripMenuItem_Click(object sender, EventArgs e)
        {
            OpenFileDialog filedialog = new OpenFileDialog();
            if (filedialog .ShowDialog ()==DialogResult.OK)
            {
                WindowsMediaPlayer1.URL = filedialog.FileName;
                WindowsMediaPlayer1.Ctlcontrols.play();
                
            }
        }

        private void createPlaylistToolStripMenuItem_Click(object sender, EventArgs e)
        {
            OpenFileDialog filedialog = new OpenFileDialog();
            filedialog.Multiselect = true;
            if (filedialog .ShowDialog ()==DialogResult .OK)
            {
                filename = filedialog.SafeFileNames;
                path = filedialog.FileNames;
                for (int i = 0; i < filename.Length; i++)
                {
                    listBox1.Items.Add(filename[i]);
                    
                }
                
            }
        }

        private void listBox1_SelectedIndexChanged(object sender, EventArgs e)
        {
            WindowsMediaPlayer1.URL = path[listBox1.SelectedIndex];
        }
    }
}