To disconnect the remote player you click or tap on the Cast To Devices button again and then click on the Disconnect button, the app will then stop the remote playback.
You can pause or resume the playback and you can use the scrub control to jump to specific part of the video. Once your video is playing the Movies & TV app will show a black screen and you can control the remote playback with the Now Playing controls at the bottom of the screen on your Windows 10 device. The app then searches for DLNA/UNPnP devices capable of playing videos on your network, select the device you want to stream to from the list and then the app will start streaming the video to the remote device. So start playing a video in the Movies & TV app and then in the now playing screen hit the “Cast To Devices” button at the bottom of the screen. So to stream videos from Windows 10 you need to initiate the remote playback from the Movie & TV app. With Windows 8.1 you could use the share charm when watching a video in the Xbox Video app but in Windows 10 the charms have been removed. With Windows 8.1 it was called Play To and it actually used DLNA/UPnP in the background. As I pointed out in my guide to DLNA changes in Windows 10 one of the many changes with Windows 10 is the implementation of network streaming.