Make sure the Xbox 360 is powered on.
On Windows 10, RIGHT-click your network icon next to the clock (either WiFi waves or a computer screen with Ethernet-cord icons) and open the network and internet settings.
Be aware, that I'm using a German Windows 10, so my translation of the settings might a bit off, but I hope you'll find what I mean.
In the Network and Internet settings, find the "Network and sharing center" further down on the "Status" screen. Click on that.
In the new "Network and Sharingcenter" find "Change advanced sharing settings" on the left.
On the bottom, expand the section "All Networks".
Under the section "Media Streaming", click on the "Select Media Streaming options..."
If necessary, activate media streaming.
It should now show you a list of devices in your local network. On the list should be your Xbox 360, if it's powered on.
Allow the Xbox 360 to access your shared media.
Now open the start menu and type "Windows Media Player". Open the Windows Media Player Desktop App.
Check that your videos appear in the Media Player's Media Library.
If not, make sure that the Media Player knows where your videos are stored, if they are not in the default location (C:\Users\[Your Username]\Videos)
If your videos are in a compliant format, they should now be able to be streamed to your Xbox 360.