DVD burning with Catalina

You can use Finder to burn CDs and DVDs on any version of OS X/macOS. Insert the disc into your Mac's optical drive or an external optical drive connected to your Mac, double-click the disc to open its window, then arrange the files you'd like on the disc. Then, go to File > Burn... from the menu bar.

Burn CDs and DVDs on Mac - Apple Support

if you need to burn a data DVD for use on your Mac, you can use finder.

but if you want to burn a video DVD that will play in any stand alone DVD player, you need additional software. I use the free app Burn. it works fine for my needs. but if you want software for a professional setting, you may want to look at the paid app Roxio Toast 20.