You can burn a simple SD DVD directly from FCP 10. When you select DVD from the share menu a window opens where your DVD burner is selected with defaults. You can modify the defaults if you wish, but there are only a few options.
If you want something fancy or high definition, you need to share the project as a master file (or export to compressor) and then use compressor to create the compressed videos in the format you desire which then you import into DVDSP or iDVD, assemble into a DVD, add fancy menus and effects and burn.
You can also share the DVD to a file, and then use toast titanium to burn.