I have to assume you are fairly new to using ImgBurn and you are starting with the EZ-Mode Picker.
Select [I]Write files/folder to Disc[/I]
Make certain that Output is set to Device, and your burner is selected in the Destination line.
Click on [B]File[/B]–>[I]Browse for a source file [/I]
Then go to the area on the hard drive that has your file.
Click on the file you wish to bring into the program, then click Open. The file should appear in the main window of ImgBurn. Do this for all your files.
Click on Device tab and set burning speed to 8x (or possibly 4x if using a laptop drive). Click on Options tab and make sure the file system is ISO9660 + UDF and UDF is set to 1.02. Click on Labels and make labels for your disc.
Click on the big disc icon to start the building/burning process.
Now on to the problem of your files. Playing mp4 and flv files in a dvd player really depends on the capabilities of that player. FLV files are not normally supported, though many new dvd players will playback mp4 files.
If you want to convert these to dvd-video format, use AVStoDVD. There is a link to a guide for it down below, in my signature. AVStoDVD is free to use. You will be able to build a menu to select each individual video.
By the way, if burning dvd-video, select the [B]folder[/B] of the movie. This folder will contain two subfolders, an empty Audio_TS and a Video_TS folder that holds all the data. So when you use ImgBurn to burn dvd-video, go [B]File[/B]–>[I]Browse for a source folder…[/I]