DVD player

When you insert a music CD, the iMac should open Music so you can play or download the CD.

When you insert a picture CD, the iMac should open Photos so you can download the Photos.

When you insert a movie DVD, the iMac should open DVD Player so you can watch the DVD.

To check your settings, go to Apple > System Preferences > CDs & DVDs

Please read the following user tip and restate your question/problem in detail: 

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You don't need an optical drive to download an app. You download apps with your browser to the Downloads folder. No optical drive required for that.

A player app is already part of the Mac OS so you do not need to download any unless you just want to try another one. Like den.thed shows the player should work when a disc is inserted as shown if properly setup.