You can install codecs during Ubuntu installation or by using the following command:
sudo apt-get install ubuntu-restricted-extras
If you want to watch movies and listen music as you accustomed – you need some additional software. Basicly all movie files or audio files encoded by some algorithm. Some of them are open and free, but many of them are proprietary closed.
Too many of distributed videos used proprietary codecs. So we can’t ignore them. Ubuntu doesn’t install them on system install because of thier policy. But everyone can do it themself.
So use the command of topic start or search in the Software Center with words “restricted codecs”.