Generally speaking you would import your video to the computer and export to a movie DVD via some form of video editing software. Anything from Windows Movie Maker, to Vegas, to Adobe Premiere should be able to do this without any problems provided you have a DVD burner attached to your system.
However, most people are not doing this this way any more. Most TVs, DVD players, computers, phones, and other such technology are perfectly capable of playing back nice normal computer files. Rather than burning a movie DVD it is often much easier to just copy your .avi .mov .kmv file to a data DVD (or flash drive or external HDD) for playback. Much easier to copy, much easier to work with, and it can play back on a much wider variety of devices.