The .wlmp isn't actually a movie. It's the *project* file.
The project file is a text file that contains a *list* of the file locations for each media item. It also contains the details on the trim points, the effects and transitions applied and the titles added.
Each time you open a project file on the PC, it looks at the list of files and retrieves them from your hard disk. In that way it can provide a preview of all your edits. So you can think of the project file as the "save state" allowing you to stop and go
back later.
As you can see, unless you are on the same PC with the same software, a .wlmp file is useless elsewhere.
If you this was just an upgraded computer and the media files (music, video and photos) are still in the same place, then you should be able to reload Movie Maker and reopen the project.
Where
to get a Safe Download of Movie Maker
If you do get the project reopened and can see the preview, always remember to finalize that into an actual movie using
File > Save movie. In that way, if you ever do need to move that to another PC, it will still play, even without the source media files or Movie
