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...:

Usage step #1

Paste a video URL. Ensure that it starts with http:// or https://, otherwise most likely it will not be recognized as URL and will not be passed to the filter:

Usage step #2

After you pasted an URL, just click OK and it should start playing.

Help Usage