VOB files contain video in DVD format. They can use different audio-encoding schemes, so sometimes you will have trouble playing them. It is always a good idea to keep several different video-players on hand so that you have a good chance of being able to play all the types of files.
Usually, the DVD software that came with your computer will be able to play VOB files. If that doesn’t work for you, a good free player for just about any kind of computer is VLC.