Are you aware of how previewing works in After Effects? If not, go here: all about previews in After Effects CC 2015
And, if you're new to AE, you should start here: Getting started with After Effects
If you know how to preview, but it is not playing back realtime, it could be due to a bug in El Capitan. However, I do not know if you are using Mac or Windows. If you are using Mac OSX 11.11.x, there is a bug in El Capitan. You can work around this bug by hiding your timeline during a preview. The easiest way to do that is to maximize the composition panel. I do it by pressing the ` key on my keyboard (that is called the grave key it is located on the same button as the ~ [tilde key]). The keyboard shortcut might be different for you if you have a different keyboard or a different language install of After Effects.
More information in Todd's post here: Re: After Effects 2015 won't preview in real time after El Capitan update.
To answer your question directly -- no. You can't play ANYTHING in AE. You can only preview. If you want to play a video, use a video editing application and not AE. Or an appropriate media player.