How to play video link directly using device player

Hi
I have a question about playing the video link directly using device player NOT downloading the link or opening it outside the app using any other browser.

For example my Video Link is:http://www.****.com/video.mp4
I want the app open this link by only the mobile device player Not downloading the link or open it outside using different browser,

I try to use the link directly in <a href="Vide Link"> but i works for some links but others doesn’t