Movie Maker doesn't burn video DVDs directly. Instead it sees if you have Windows DVD Maker installed and will then offer you the "Burn to DVD" option. If you aren't seeing that option, then you must not have Windows DVD Maker.
Windows DVD Maker came with Windows Vista and Windows 7 but support was dropped after that. So if you are on Windows 8 or later, you will not have the option.
This is similar to what Apple did in dropping iDVD support back in 2011.
The video DVD format is a legacy format that came from the era of analog TVs and has a maximum vertical resolution of 480p (NTSC). It uses the older MPEG-2 codec to compress the video. I wouldn't recommend it as an archive format for your movies, but if you must absolutely have a video DVD to play in an older DVD player, then you'll have to look for 3rd party solutions like DVD Flick or DVD Styler, or similar.
If you have a Blu-ray player (or a game console that supports Blu-ray playback) then you should be able to use the .mp4 file that Movie Maker creates directly. You can just burn the .mp4 file directly onto a disc (even a DVD disc) as a data file (not in video DVD format) and it will play in a Blu-ray player.
Alternatively, many SmartTVs can playback the .mp4 file if you save it onto a USB stick. You can also try using streaming over your home network using DLNA. Or perhaps you can load it on YouTube and use casting to a Chromecast or similar device.