You cannot play WMV files in HTML5 video. This has been answered here.
If you want to play video cross browser with HTML5 video you have to transcode your WMV file (currently to MP4 and WebM). Have a look here for a take on HTML5 video.
To embed WMV videos in a web page you have to use an object/embed tag that calls the windows media player plugin (if it is installed - ie it will not work in platforms where the plugin is not available like iOS). Have a look here for a working example.