To install software in redhat you use the YUM package manager and the supported repositories. You do not download files to install. It can be done, is usually tricky, and tends to be reserved to a last resort. Learn how to use YUM.
Open a terminal, become root, and enter:
yum install vlc
yum install mplayer
To get better help from LQ, try:
1. writing proper sentences without those semi-illiterate abbreviations. This is not txt or sms messaging where the keyboard is a pain. If you cannot be bothered to write whole words, why should we be bothered with whole answers?
2. Supply more information about your system - like which kind of redhat do you have? Technically "redhat" refers to "redhat linux" which is an old distro no longer used. It can also refer to "Redhat Enterprise Linux" or RHEL, for which we need to know the release number. And it has also been used to refer to fedora - which is the successor to RHL - for which we also need the release number.