Hi @marsoff ,
Hopefully only the power input section of the player was damaged by the application of the incorrect voltage supply.
The best course of action would be to obtain a service manual for the player as this will provide the information on how to open the player (hopefully) but more importantly will have the schematic circuit diagram of the player and also the parts list which will make for an easier repair.
You could always open the player to see what has happened, but if some components have been burnt beyond recognition it will be difficult to determine what they were and their value etc. so that they can be replaced. It will also be more difficult to find out what is wrong if there were more components which were damaged but which is not evident to the eye.
I cannot find any free service manuals online but here is a link to one supplier that has the manual available for purchase. You'll have to contact them to find out the price and then determine if it is reasonable. There may be other suppliers online that will suit you better. Just search for JVC XL-P40 service manual for results.
Hopefully this is of some help.
It seems that the component that has been destroyed is not shown on the service manual circuit diagram that @oldturkey03 has supplied or in your copy either.
We suspect that it may have possibly been a fuse or some other kind of protection device and are wondering if this fuse would be a suitable replacement to try.
The dimensions are given so once you have removed the remnants of the old component you could measure the distance between the solder tabs to ensure that the replacement would fit.
Use a fine tipped soldering iron when unsoldering the old and soldering on the new component as you do not want to cause any more damage by applying excessive heat etc.
Once you have completed the repair, before you connect any power to the player (battery or external adapter) I suggest that you connect an Ohmmeter (function found in a DMM -Digital MultiMeter) across the external power supply input terminals, operate the player's On switch and see if the Ohmmeter displays a reading at all. Try all the resistance scales of the meter to ensure that there is every chance of a reading being displayed.
If there is a very low reading (0 - <3 Ohms) then there is a further problem in the player and if you apply power you are in danger of blowing the new fuse you just put in.
If there is no reading at all, whatever scale you choose, then again there is a further problem in the player. Also check that you have set up the Ohmmeter correctly ;-)
Ensure that when you test using the meter that you apply the meter leads both ways, i.e. first with the leads connected to the +ve and -ve input and then with them connected to the -ve and +ve input. This may sound a bit odd but there are diodes involved and they conduct in one direction only that is why you have to reverse the meter leads.
Here is an image of the part of the circuit where you should test using the Ohmmeter
(click on image to enlarge for better viewing.
For any other reading it may be OK to apply power to the player and see what happens. I suggest that you use the battery option as you know that there will be only 6V DC supplied