Depends how involved you want to get.
The simple answer is to simply treat a DVD blank as a data disk, and just do a straight write operation of your videos to the disc. You will find, however, that you're severely limited in how you'll be able to show your videos.
The other end of the spectrum is to take the films, convert their format to MPEG-2, and, with an authoring program, burn them to a disk that'll play in any DVD player.
And everything in-between. Depends on how complex (or simple) you want the process to be.
You might find the best solution for you is to use ConvertX To DVD. It'll take whatever you give it, format-wise, and convert it to playable-on-any-DVD burned disk.