Downloading copyrighted movies from unofficial sources is generally considered illegal piracy. For a safer and legal experience, you can find Khuda Haafiz on official platforms like . Other legal sites for free movies include: The Internet Archive YouTube (Free Movies section)
Sites like the one mentioned are often unregulated and can be risky.
Since it is an file, standard players like Windows Media Player might not support it.
The naming convention used for these files gives you technical details about the video quality and origin: