Filter usage in any video player is nearly the same. You just click something like
Open Location... and paste a video URL there.
Here is an example using MPC-HC. Go to menu
File Open File...:
Paste a video URL. Ensure that it starts with
https://, otherwise most likely it will not be recognized as URL and will not be passed to the filter:
After you pasted an URL, just click OK and it should start playing.