DV cameras need an application to extract then use the video from the camera.
There are several that will do the job, Adobe Premier Pro, Pinnacle Studio are just 2 that do a really good job.
The least expensive program that actually works is probably DVD Santa. It can read your tapes from the camera and make a DVD from them. It's a no-frills program that won't make menus and effects, but it will make a DVD from your video.
You can get the trial and full version of DVD Santa HERE