Option 1:
When you pop in a blank DVD it *should* pop up a small box and give you some options. One is "Open Finder," this will place an icon on your desktop and a shortcut in the sidebar under "Places." It is creating a Burn Folder for you.
Drag your items in there and when you are done click the "Burn" button in the top right corner.
Option 2:
If it isn't popping up that option (you may have told it to always do X, in which case it won't pop up, you can change this in Systems Preferences --> CD/DVD.)
You can instead create a Burn Folder before putting the DVD in (or after). Open Finder, click File --> New Burn Folder.
Drag your items in there and when you are done click the "Burn" button in the top right corner.