There's a couple of ways. One is to first open VLC. Then drag & drop the video file onto VLC in the Dock. Another is to direct VLC to where the file is using the command-O to open from a particular location. Personally I've made VLC the default to all but one or 2 video formats which I use QT Pro for. If you want to change default, control-click the video file & choose open with & find VLC. Alternatively you can select the file, command i for get info, then choose application to open it as in no. 5 of image below.

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