When I got a bunch of videos that I want to play, I usually play them one by one going to my download folder, open the video to watch it then close it and and repeat for each other video I want to watch. But there is a way to automate this in a way by creating a playlist so that all the videos I or you want to watch will play one after the other automatically.
It's pretty easy, just open up VLC, if it's not already, open to the playlist screen, big white screen with a arrow pointing down in a checkered box, click on Ctrl + L on your keyboard or click on View menu, on the top of the player and then Playlist.
Then it's just a matter of dragging and dropping your videos or music to this screen and you'll eventually see a list of videos/music listed in this area.
If they are not in the order you want you can click on one title and hold down and drag it somewhere else on the list.
Another way to add a file to the playlist is to right click on the media file on your hard drive and then look in the menu that pops up, for an option to Add to VLC media player's Playlist.
Yet another way to add files in right click inside the playlist window and click on Add file...., or Add folder... and so on. You can also Save the playlist to file by clicking on that option in the right click menu. It will be saved as a file with a .xspf extension.