You are probably using Windows 10 which doesn't support DVD playback as part of the operating system. Specifically, it doesn't include the MPEG-2 codec that is used to decode DVDs.
You will have to install DVD software that includes the MPEG-2 codec. You can buy one or you can install VLC which is free and has built-in codecs for a wide variety of formats.
Link: VideoLAN - Download official VLC media player for Windows