If you are going to be making a video DVD, the files will be converted to MPEG 2 in any case, because that's what DVDs use.
You will need to burn the MPEG 2 files to the DVD using your own DVD-burning software, which came with your DVD drive. Be sure you select "Video DVD" and not "Data DVD" before burning.
We have published an article on DVD formats that explains DVD formats and file types.