So first we would want to see if you do in fact have vlc installed. There are various ways you could do this but the quickest and easiest way would be to search for vlc. You can right click on the windows start menu and select "apps and features" and check there as well.
You could also try and check to see what it is that you downloaded if it appears you have not installed VLC. You could do this by checking your downloads. In chrome the shortcut key for this would be ctl+J.
You should be able to download the .exe by visiting:
https://www.videolan.org/vlc/