'Nightly builds' of VLC (or any other software) include the latest features and patches. They exist for testing and may not work well - or at all. You can download VLC nightly builds here:
https://nightlies.videolan.org/

Select your operating system - e.g. 32- or 64-bit Windows - and download the latest version in an appropriate format: I suggest zip since you'll almost certainly be able to unpack that.

Create a folder to keep VLC in, move the zip file there, unzip it (right-click, extract here?) find vlc.exe (it may be called vlc in Windows, the actual program, or 'executable') and double-click it. That should open VLC. If it doesn't, try an earlier version.

Select 'media' then 'open network stream' and enter
http://vs-dash-ww-rd-live.bbcfmt.hs.llnwd.net/al/lossless/client_manifest.mpd
Click 'play'.

Good luck!