Is there an app for using Windows Media Player on my Macbook (El Capitan)?

I want to access CNN's live-stream platform, but it requires Windows Media Player, which El Capitan doesn't support. I've read that I can download a conversion application from the App Store, but there are so many, and I don't know which one to choose. (Something simple to install and free would be nice!) Can anyone tell me (simply, since I'm a technodunce):

1. What app is best for this purpose with OS 10.11? (Not iOS!)

2. After it's installed, what would I do?

Thanks for any help out there!