In general, some smart TVs can read the files directly if they are "standard" formats like MP4, some can also read stuff like .MKV, but its based on the particular model.
An easier method is using a media box like a vero 4k, (no idea about the actual unit, just have seen some recommendations of it.) or an Nvidea shield. They do a take a bit if setup, but in general if your TV doesn't have a built in player (or if the built in player sucks) then your options are somewhat limited. There used to be more stand-alone units on the market, but since most people stream, and most folks with lots of local data have a spare computer, there aren't as many options any more for a plug-and-play media engine.