package your.package.name;

//we will need this stuff...
import android.app.Activity;
import android.os.Bundle;
import android.net.Uri;
import android.view.WindowManager;
import android.widget.MediaController;
import android.widget.VideoView;

public class YourActivityName extends Activity {
	@Override
	protected void onCreate(Bundle savedInstanceState) {
		super.onCreate(savedInstanceState);
		setContentView(R.layout.player_layout); //You need the layout defined, check the last part of the paste
			getWindow().addFlags(WindowManager.LayoutParams.FLAG_KEEP_SCREEN_ON); //This is to keep the screen on
		
		VideoView vPlayer = (VideoView)findViewById(R.id.videoPlayer);
			Uri vUri = Uri.parse("https://..."); //Put your URL here
		vPlayer.setVideoURI(vUri);
			
		MediaController vControl = new MediaController(this);  //Now we will attach some buttons to control the playback
			vControl.setAnchorView(vPlayer);
		vPlayer.setMediaController(vControl);
		
		vPlayer.start();  //And that's it... Play the file :)			
	}
}

XML layout needed to run this paste: http://bitbin.it/d76ZWU1q