Apparently, there's no such option. One reason is, when you launch a DVD, the Keynote presentation will have to give way to another application (DVD Player, or whatever you use to play back DVDs). So, there's no way to seamlessly integrate a DVD videostream into a Keynote slideshow.
However, you can convert the DVD into a video file using a free converter, for instance HandBrake (http://handbrake.fr/downloads.php). Then you just insert the video inside the Keynote slide, and set it to play back on click.
There are a few advantages to converting the DVD into a video-file: 1) you can convert only a fragment that is needed; 2) you have full control over the quality and file-size; 3) the video will be integrated into the presentation, so once it is over, you can proceed with the next slide without minimizing Keynote.
Note: when converting the DVD video with HandBrake, use MP4 as output format and Mpeg4 encoder. An easy way to check if the result is correct is to open the resulting file with QuickTime. If QT plays it back and it's OK, then the file will also be played back in Keynote