Any PC will play media files. Just make sure you load a proper soft player - VLC and SMPlayer are my favorites. So, basically you need any PC, preferably small form factor (mATX), with HDMI videocard. Can't suggest any, - mine is VERY cheap but it has no HDMI, only VGA and S.
WD media player doesn't include HDD, nor does it necessitate external HDD (but external HDD without comp can't usually work without a WD). You can use any HDD with WD, including the one in your comp, but then the question is - why getting WD in the first place.
Stay away from WD and similar hardware "media players" - it is basically a chip for reading HDD and videocard to provide output, and it is often loaded with proprietary firmware of questionable upgrading possibilities, it might not read some video formats and you're stuck with the front-end that comes with this firmware. WD is for people who travel with portable HDD and no PC. You don't need a WD when you have a PC.