You can run graphical application on Ubuntu over ssh connection.
- First find out value of DISPLAY variable set by display server on Ubuntu machine[1].
- From your Windows PC connect to your Ubuntu machine using ssh client(I think windows 10 has a preinstalled ssh client)
- Run
export DISPLAY=:0
vlc -I ncurses file.mp4
Change the value of DISPLAY accordingly. Commands above will open VLC on Ubuntu machine and you'll be able to control playback (using ncurses interface) from your windows machine. See [0] for more information on how to control VLC interface.
[0] https://wiki.videolan.org/Documentation:Modules/ncurses/
[1] If your Ubuntu machine is inaccessible directly, you can check $HOME/.xsession-errors file for the DISPLAY variable or check How do I list connected displays using the command line?