How to change default video playback player

Right-click on the file in nautilus (the file manager) → Properties → Open with…
In this dialog you can change the open settings for the file type of that file.

In general you can open a video file with VLC with right-click → Open with… → VLC media player

Right click doesn't work.

where can I find file manager.

It would be nice if you give some information about your Ubuntu release atleast. For that...

Press the 3 keys --- CTRL+ALT+T simultaneously, you will be able to open the Terminal. Copy & Paste the following line in that Terminal

lsb_release -a; uname -a

Hit the ENTER Key. Copy & Paste the output in the Message box below.

when i type lsb_release:
No LSB modules are available
Distributor ID: ubuntu
Description: ubuntu 12.04 LTS
Release : 12.04
codename : precise

When I type uname -a:
Linux Jayashree 3.2.0-23-generic #36-Ubuntu SMP Tue Apr 10 20:39:51 UTC 2012 x86_64 x86_64 x86_64 GNU/Linux

Try again what is said in #1 or

Right click on the Video file and click on 'Properties'. Then click on 'Open with'. You will be able to set or reset it.

Click on 'Dash Home' (given at the left top corner of the screen) and Search "Details". Then click on 'Details'. Using this 'Details' you will be able to set or reset 'Default Applications'. (It is given just below 'Overview')

Try to UPDATE your Ubuntu 12.04 LTS using 'Update Manager'.
You will be able to open VLC.

Are you trying to play a VCD or DVD, using VLC? ... For that, you will have to select 'Open Disc' in 'Media' of VLC. VLC will be useful.

You needn't split the command line unless you are asked to do so.

actually I am unable to right click.
The right click is not working.

Please do what is given in #7. You won't need to use Right-click to do those things.
Do what is given in 1st and 3rd paragraghs first. You may update later.

I already set my default aplication but still no help.

You haven't mentioned the actual problem with VLC.

From your words, I think you could see VLC on the screen after installation.

Instead of double clicking try to open it using MEDIA in VLC You can find MEDIA when the mouse pointer touches the top bar (when VLC appears ). Select Open File or Open Directory or Open Disc ...... whichever you need.....then select from the appeared window. If it is OK, I think you might be able to change it from the replies given above.

Thanks