Just make a shortcut to your movie.
If you have to ask questions like these, it may be time to get some basic education in the use of your OS and NLE.
For simple, look at WMM.
I have to agree with Harm on this one. Premiere Pro is better used by professionals who already have some basic education/training in video production. There are consumer editors for those without that knowledge.
I think that you are confusing your Project's .PRPROJ file with an Exported AV file. This ARTICLE will give you a bit of background on the differences. It covers both PrE and PrPro Project files: .PRPROJ's and .PREL's.
You will need to Export your Project to the AV format/CODEC of choice, to be able to "play" it. The .PRPROJ file will NOT "play," and only Open in PrPro.