I want to create an mkv video player,however I have no ideea where to start.Is there some actual documentation,or is it just: here's 1000 source files,see if you understand something from them.

I only need it to run on windows.And,all I can use is c++.

mkv isn't really a video format, it's a container, that can contain images, video, subtitles, etc.

After writing something that can read mkv, you still need a codec to play the actual video.

Here is an overview: http://en.wikipedia.org/wiki/Matroska

And here is the technical documentation of it: http://www.matroska.org/technical/index.html

I guess that would be a good place to start.