There are media players for almost every device to playback a Windows Media stream. On iOS devices, like your iPhone and iPad, you can use the free app named 'Streamer'.

On Android devices, VX Player works well. On a remote PC, use Windows Media Player for Windows or for Mac OS.

All of the players I mentioned can save a URL stream address. Yes, you will need to know the port number initially. You can then provide names for your streams, such as camera1 or main entrance.