Do you have a programme you use for burning things to disc? Like Nero for example?

If so you will be able to use that programme - in the interface there will be a list of actions able to perform - what you want is probably listed as MAKE PICTURE DVD or MAKE DATA DVD.

Alternatively, you can stick the DVD in the drive, then highlight all the pics (not the file in one go, but all the pics inside the file) click/hold on them and drag them to the DVD PLAYER icon in MY COMPUTER. Windows should be able to write the pics to the disc so they can be viewd in a DVD player or another PC/laptop.

How many pics are we talking tho? As a DVD is 4.7gb, which is a LOT of space for pics! Bearing in mind you can fit literally THOUSANDS of pics on a singel 700mb std CD-R