Unable to watch external drive videos

Hello,

I purchased a Sandisk iXpand flash drive for my iPhone 11 Pro with the intention of watching videos I have taken on my video camera. When I go through the Sandisk app, most of the videos are in a format it can’t understand (.mov and .wmv) and wants me to import the videos to my phone. I can’t import them to my phone as I am trying to make this be a gift that I can give to my wife. I have a crazy amount of videos from our wedding in these formats and really want to avoid converting them to another format because it will take forever and I want to give this as a gift sooner rather than later.

So my question is how do I view videos from an external drive without importing them to my iPhone? Is there an app or something that I can use?

Thanks!