With programs such as Movavi Video Converter, VLC, or even the Mac's native QuickTime Player, you have ample tools available to help you convert and play AVI or other files that aren't ordinarily supported by Apple.
The upside is that there's no shortage of helpful workarounds that make it easy to either convert the file or watch it as is. It can be frustrating downloading your favorite media only to find that your Mac is unable to play it because it's in AVI format.