Using mms:// will instruct the Internet Explorer browser to start Windows Media Player.
On an Android phone you can use almost any media player and enter the network stream. For example with VPlayer, click streams and select 'Network Stream'. You can enter the network stream as 'mms://[ip.address]:[port]/' or 'https://[ip.address]:[port]/' This is similar for iPhone with the free app called 'Streamer'. Most media players automatically recognize the stream.
Inside Windows Media Player, you will need to use 'https://[ip.address]:[port]/'.
For use on the Internet, you will also need to map a port in your router. More information about mapping ports is available here:
https://www.deskshare.com/resources/articles/wcm_Internet_Streaming.aspx