The "player" for a feed is called a Feed reader. This tool lets you subscribe to any feeds you want, checks automatically to see when they're updated, and then displays the updates for you as they arrive.
Feed readers can run on your computer or you can sign up to use a Feed reader that runs on the web. If you use one of the web-based readers, you can access your feeds from anywhere you go, just by signing into the website that manages your feeds. If you use a feed reading program that installs on your computer, your feeds can be stored for you even if you're not connected to the Internet.