Where and how can I format a disc so that my burned DVD will play on my DVD player

In your Photos/iCloud preferences check the Shared Album checkbox.

Then select the movie file you want to share and click on this button and select Shared Albums:

This tells how: How to share albums in Photos on your iPhone, iPad, and Mac - Apple Support



You don't format a DVD disc. What you need is a video DVD authoring application to create and burn your video DVD project to disc. We used to have iDVD but it's been discontinued for over 6 years now.

You can go to the App Store and search for "video DVD" to find a number of potential candidates. Many have demo version which you can try before purchasing. It will put a watermark over the final presentation which is removed in the purchased version.

You can create and save the project as a disk image (dmg or iso) file, then mount it and play with DVD Player. This will save discs.

First follow this workflow to help assure the best qualty video DVD:

Once you have the project as you want it save it as a disk image via the File ➙ Save as Disk Image menu option. This will separate the encoding process from the burn process. 

To check the encoding mount the disk image, launch DVD Player and play it.  If it plays OK with DVD Player the encoding is good.

Then burn the disk image to disk with Disk Utility at the slowest speed available (2x-4x) to assure the best burn quality.  Always use top quality media:  Verbatim, Maxell or Taiyo Yuden DVD-R are the most recommended in the iDVD forum.

NOTE: if you need to create slideshow from still photos there's only one app that I've found that can do that: DVD Maker Lite - DVD Creator. All the others just use videos.

You'll also need a optical disk drive to burn the video DVDs.

ADDENDUM: be aware that none of the available apps today are as intuitive nor versatile as iDVD was. The learning curve can be steep so be prepared to just try things.

You can try sharing the movie thru Photos by creating a private Shared Album of the iMovie file (imported into the library) and invite those you want to see it via email. They will need to have Macs to accept the invitation.

Or you can create a public Shared Album and send its unique URL to only those you want to see the movie:

As I said before you need a video DVD authoring application to create and burn video DVD discs that will play in a set top DVD player. The application saves the project in the UDF.

Since you have your slideshows in .mov format any of the apps at the App Store will do the job.