Like Larry says, you need a DVD authoring program, like iDVD, to create a DVD that will play universally on DVD players and computers. Burning through the Finder with your Mac's burning program will result in a data disc that will play on a computer but not in a DVD player.
If you don't have iDVD on your computer, you can buy it for about $15 on Amazon as part of the iLife '11 or iLife '09 packages, from which you can select to download iDVD separately. It will work with Sierra and the operating systems that came before it. Google Amazon iLife '11 or Amazon iLife '09 to buy it.
Once you have iDVD on your computer the general procedure is to share your iMovie slideshow to your desk top as a File, at 480p or 540p. You won't lose any quality because iDVD's native resolution is 540 x 480 and it will reduce everything to that anyway. After you share your movie drag it to the edge of an iDVD open project window. It will import right in. Set up your theme, title screen music, chapters and whatnot. (You can create a movie of up to 2 hours duration, including titles and transitions. iDVD will compress it to fit on a 4.7 GB standard DVD.) Then save the iDVD project movie as a disc image from the iDVD File menu. It will take awhile for the encoding to take place. Once you have your disc image saved to your desktop, play it with the DVD player app on your Mac to verify all is well. If yes, then insert a standard DVD-R disc into your connected optical drive, right click on the disc image icon, and select Burn Disc from the resulting drop down menu. Burn it at 4x speed. In a few minutes you will have a DVD that can be played on any DVD player, as well as on a computer.
-- Rich