How do I play video files that are stored in a directory using axWindowMediaPlayer

First create an array to keep string paths.
These are Windows Media Player Status :
0 = Undefined
1 = Stopped (by User)
2 = Paused
3 = Playing
4 = Scan Forward
5 = Scan Backwards
6 = Buffering
7 = Waiting
8 = Media Ended
9 = Transitioning
10 = Ready
11 = Reconnecting
12 = Last
So You should enter that event :

bool ended=false;
private void axWindowsMediaPlayer1_PlayStateChange(object sender, AxWMPLib._WMPOCXEvents_PlayStateChangeEvent e)
        {
            if (e.newState == 8)//Media finished
            {
                ended = true;
            }
 
           }

And then try to use a timer to control is media ended.