.m4s file format is ISO Base Media File. i.e. MPEG-4 Part 14. read specs for more info you may get m4s player for windows. As far as I know on Linux platform GPAC will help. You can create your own MPD from any media source using MP4Box a GPAC tool.
You can use MP4Client for playing your DASHed Media from MPD. Actually .m4s's separate segment is not able to play by its own bcoz player should know Codec and mime type to play any media and m4s is not supported by any player, i.e. it has its own header and data (moof & mdat).
For playing MPD which contains many m4s segment (you can make your own MPD or download each audio and video segment separately from any MPD & put it in to a same folder):
- install GPAC.
$MP4Client MYWorld.mpd
will open Osmo4 player and you can see your video is playing. Enjoy..
FYI, local streaming server can also play this video:
$MP4Client http://localhost/MYWorld.mpd
if not working change segmentAlignment flag, i.e. <AdaptationSet segmentAlignment="true" subsegmentAlignment="true">
.