This article explains what a WVX file is and how to open one on your computer.
How do I open a file extension .file
A file with the WVX file extension is a Windows Media Video Redirector file. Microsoft also refers to this format as a Windows Media Metafile Playlist. It functions as a shortcut, so it points to WMA, WMV, WAX, and other Windows Media files.
WVX files are used to store the location of media files. When opened in a compatible program, the referenced files will play as if you had manually queued them.
This file format is similar to other playlist file formats, such as those with the M3U8, M3U, XSPF, and PLS file extensions.