Since it can burn, you really have a DVD R/RW. A DVD-ROM would only play DVDs.
Since you can burn DVDs, you should have a DVD playing/burning program. The most popularly distributed program is Nero. To get started....
You'll need to get some DVDs to burn onto. I use Memorex DVD+R to save files (like all of the clips I download from here) as data and DVD-R to create DVDs to play on a regular DVD player attached to a TV or a DVD-ROM player on a computer.
What can I burn to a DVD to play as a DVD? Anything you want! Pick something and go through the program to create the DVD. If this is your first time creating a DVD, start small until you get the hang of doing it. Don't worry about wasting a disk. You can get them cheap if you get them on sale.
I hope this helps.