Now that I have Catalina IOS how do I burn DVD's I've downloaded

Apple likes to have everyone use the cloud and share things that way. I still burn DVDs and do not share and therefore expose personal anything online. What you need is a DVD burner built in or external and software that will render the content properly so you can play it in any standalone player. If it is only data or photos, Finder can do it, but if it is a video/movie, you need something like "Burn" or I use Roxio Toast. With finder, use these instructions

https://support.apple.com/guide/mac-help/burn-cds-and-dvds-mchl8addfd95/mac

Were you using 32bit app before? If so you need a 64bit app

And, are these commercial DVDs? Where did you download them from?

How do you plan on making the DVD? What DVD hardware do you have?

Get 64bit update from the same supplier you got the 32bit app, if they do one.

Remember DVD burning is rather 20th century.

Tell me, please, how to advance to the 21st Century. No DVDs?