WMV stands for 'Windows Media Video'. If the target machines do not have a suitable player for the WMV format they probably will be incapable of playing the embedded files.
Judging from a quick google search it would appear that there are no restrictions as to what media type can be embedded in the presentation, due to this I would suggest converting the WMV files to a more portable format, such as mp4, which has much wider support.
That being said, if the only acceptable solution is for the files to remain as WMVs there are some things to check, such as if the machine is running Windows you many need to download & install Windows Media Player if it is not already present on the machine.
If the device is running OS X you will instead need something like Flip4Mac, as directed by information provided on the previous link.
Windows Media Components for QuickTime
With Flip4Mac Windows Media Components for QuickTime by Telestream, you can play Windows Media files (.wma and .wmv) directly in QuickTime Player and view Windows Media content on the Internet using a web browser. To purchase Flip4Mac Player, visit the Telestream website.