How to play VIDEO_TS.VOB files?

I have a tv show that I would like to watch on my MacBook Air. I inserted the DVD in my external dvd drive and an image of a cd showed up on my desktop. I opened it and it had two folders (AUDIO_TS and VIDEO_TS). The AUDIO_TS folder is empty but the VIDEO_TS folder has .BUP, .IFO , and .VOB files. I bought the show online and I checked their FAQs and it says that all their DVDs are Region Free and will work in any country and can be played on any computer and dvd player. It works fine on my blu ray player but I want to watch it on my MBA, how do I do that?