Simply click on the Unity window, it should automatically redirect and prompt to install Web Player.
Or you can install it manually : Unity Real-Time Development Platform | 3D, 2D, VR & AR Engine
Seriously, if you put ‘no unity web player found’ in google, the 4th result is the above link.
Edit : the only other scenario I can imagine is that you are trying to open a locally stored webpage, and the computer is offline. From memory, the web build likes to check the latest version of the player.