There are several ways to accomplish this. One would be to share which ever app you are attempting to play videos from as opposed to sharing the video itself. When starting the share it will be important to set the optimize for video option. Please take a look at the following link for more info on how to set this setting. Optimizing a shared video
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I do not quite understand the "sharing of apps" you mention. I have my videos listed in Windows File Explorer. How do I select any video to play in the Zoom Player? If I click any of those they play in my own default player. And if there are several ways, what are the others? Is there a post about that somewhere?