You need the following 4 things:
- software to create the music video
- software to "burn" (write) the file you created in step 1
- a DVD "burner" (drive capable of writing to a blank DVD)
- a blank DVD compatible with your DVD drive
This is a basic article describing some of those items: https://www.howtogeek.com/5499/create-and-author-dvds-in-windows-7/