By default the Windows Media Player does not support some audio formats. But adding codec packs can help to include the support for additional audio formats.
The OGG Vorbis format has not been developed further for some time, but is still commonly used in some places. The main reason for its development was the license fees for MP3 when it started to become popular. The FLAC format however, is more and more common, since it offers loss less compression of audio.
The big advantage of FLAC is of course the compression ratio (around 50% compared to the original), while maintaining a high audio quality. FLAC supports multiple audio channels and varying sampling rates, so is suitable for most current purposes.
An easy way to add support for both the OGG and FLAC formats in Windows Media Player, is to install a DirectShow filter in Windows. The filter can be downloaded from the xiph.org website. There is an installer for Windows 32 and 64 bit.
Just download, run to install and open the audio file to play it!
If you are not bound to the Media Player, you can of course also consider using VLC media player, which supports almost all audio and video formats out-of the-box.