how to create video player in window application c#

This should get you going: CP: C# Movie Player[^]

There are a lot of ways to do this:
1) Create your own control.
2) Use a free play control.
3) Use a commercial paly control.
The first option is like re-inventing the wheel. It does not make sense to do unless you want to implement specific feature to your application.
The second option is good enough if you want to implement minimum features. There are a lot of Open source libraries that might be good for you such as "OpenML" that you can take a look at.
As for the third option, it is probably the best choice because in general Open source libraries has lower performance, satiability and lower quality of output than commercial ones. However, the only downside of using commercial toolkits is the money :).
In my case I went with a sdk called leadtools and it was great.
See the following tutorial
Play control
Hope it helps.

The references given in Solution 1 and 2 are good.

Further I think this article http://visualcsharptutorials.com/net-framework/simple-media-player[^] may also be helpful to create a video player windows forms application in C#

If you are familiar with DirectShow, you can use something like Directshow.NET. It’s basically a low level .NET wrapper around Directshow.

If you want something a bit easier to use with more advanced features, you can try the LEADTOOLS Multimedia SDK. We have used it in the past and it has always been much easiest solution for us.