A project file isn't a movie at all. It is the project file with just the instructions to build a movie from the original source files. If all you have saved is the .wlmp file, it doesn't matter if you can open it or not, unless you have the same source files with you as well. So I hope you have those too. Otherwise, it's like trying to follow a recipe without ingredients. :)
However, as a first step, you need to know what specific version your client was using. That project file cannot be opened in an earlier version, so I suggest making sure you have the latest version possible on your computer. The latest version is
16.4.3505.0912 and is part of Windows Essentials 2012.
Update: The latest version is 16.4.3532.0331 and isn't available on the Microsoft website anymore. Read more about your options in the following link:
Movie Maker went away on January 10, 2017
If on the other hand you are trying to open this in Windows Media Player, it obviously won't play at all because it isn't a movie, as a mentioned before.
If you are still having issues, please post back with:
- What exact verison of Movie Maker is on your client computer? (Check About Movie Maker)
- Did you copy all the source files too?
- What version of Movie Maker are you running?
- If you open up the .wlmp file in Notepad, what version does it show on the Project line (65538? 65540?)