To play the VOB files, you need to have a DVD player that supports VOB format. However, if you have the Windows Media Player (version 12 or higher) or VLC Media Player, it is good enough to play the file. Note that you will see a prompt telling you that it is an unsupported format, don’t worry about it and just play it anyways. It will play just fine.
If you want to obtain the VOB file from a DVD for some reason, just open the DVD in Windows Explorer instead of playing it through a media player. The VOB file would most likely be under the VIDEO_TS folder. Some other files that you will also see in the folder are IFO and BUP. The IFO files are the information files containing meta data about the DVD and instructions for the DVD player on how to handle the disc. The BUP file is simply a backup copy of IFO files.
If you want to convert VOB file to AVI or a similar format, aviNET is a great tool to do that.