If you are not using one of the above web browsers, you may need to install replay software. If you don't have this installed, you can choose e.g. one of the following programs: Totem, Amarok, MPlayer, Xine, VLC media player, BMP, XMMS, or choose something else from Category:Linux media players.
Most Linux distributions have something included that will play Ogg Theora - check for any of the above applications.
Download video codec
If you use "MPlayer", "Xine" or "VLC" to play, you do not need additional codecs for Commons media files. Try it and you will soon find out if your system is already compatible with Ogg Vorbis and Ogg Theora.
Do you have additional questions, or did you encounter problems? Ask here.