How do I open parallels files on new MacBook Air without paying?

Movies are not "Parallels files."

Parallels is a virtual machine application, for running guest operating systems (such as Windows, Linux, and even macOS) inside of a virtual machine. If you were running Parallels on an Intel-based Mac, you can't use the same virtual machines on an Apple-Silicon-based Mac – as a VM can only run the same basic type of machine code as the host CPU.

If you were talking about using Parallels to install Windows to use some Windows movie-player application … then yes, you would have to pay, both for Parallels and for Windows 11 for ARM. But there may be a Mac application – whether free or paid – that might play the video files with less trouble and expense.

My response was due to past experience with Parallels. I have not used in in years but do remember a feature where Parallels would allow associating certain file types in macOS to a specific application within a VM. Therefore, if a user tried to open say a .wmv file from Finder, it would open the Parallels VM and then open it within the associated Windows application. Sounds to me like some file types in Finder are still looking for a VM that is no longer available. If that is the case, then telling Finder what application to use may resolve the issue without the need for Parallels or a Windows VM.

What type of files are they?

I would first suggest:

1. Click the finder icon in the dock
2. From the "Finder" menu, select "Settings"
3. Enable the setting "Show all filename extensions"
4. Exit the dialog

That should show the filename extension that you are working with such as .mov, .mp4, etc.

Also in Finder:

1. Right-click one of the files, then chose "Get Info"
2. Expand the "Open With" section of the info dialog
3. Use the drop-down to select an application that can open that type of file ("QuickTime Player" for example)
4. Try this for a single one of your problem files and test that it opens correctly
5. If that was successful, then follow the steps again but this time also click the "Change All..." button that is below the "Open with" selection.

If you do not already have a Mac application that can open the type of video file, you could try the trusted VLC Player: https://www.videolan.org/vlc/

You can try VLC for playing movie files, and Handbrake to convert them to a different format if VLC fails.