The link is to the help manual page and on the left of the website are links to tutorials which include some tutorial videos as well. You will be using Nero Vision to make your DVD project (import your avi file). To copy a DVD using Nero, use Nero Burning ROM.
The top screenshot shows what's available for "create and edit" but you might find it easier to avoid that screen and just load up the programs you want through the "add/remove" button. You can also access the Nero Program you want (e.g. Nero Vision) through your start/programs menu on the desktop.
Post back with any questions and let us know your progress.