Which default Windows program?
I haven't authored any DVD-Video since moving from XP to Windows 7, but on XP there was no software that came with Windows to do that job. MovieMaker would not even encode any of the formats needed for DVD-Video. Everything came out in Microsoft-proprietary video formats, rather than the video industry standards Microsoft would have had to license.
I used Pinnacle Studio for those recoding and DVD-Video authoring tasks, but there are several other packages for that.
Older DVD players had software to play only DVD-Video or some maybe also VCD, which preceded DVD-Video globally. This is not just a matter of audio and video encoding (done separately for DVD-Video) but also packaging.
Some newer DVD players, but more likely BluRay players, have software to look at data files on USB drives, DVD-ROMs or rewritable DVD data storage media, work through file systems, and find image, music, and/or video files in other formats, but even these might not know every format you might write. My BluRay, for example, can't play the videos I make for iOS devices.
If your player is capable of reading DVD-ROM, you'll have to make sure these are "finalized" (putting directory information in a specific place). The DVD writing software coming with most PCs usually leaves the media open on write, so that you can fill it up with with data before finalizing it. Some software tries to open every writable disc for write, which can destroy an unfinalized disk written on another machine, as the directory information is still sequestered on the machine that started writing the disk.
Lots of potential pitfalls, maybe because they are trying to make DVD and CD writing easier for people who don't know the disk technology.
Even the terminology is confusing. DVD means Digital Versatile Disk, meaning it is capable of different uses. DVD-ROM is a disk structured for data storage and delivery. DVD-Video is a disk structured for rights-controlled play in a DVD player. It is a matter of contract that computers do not ship with the capability to build DVD-Video unless somebody pays an license fee for that capability. Microsoft in the past has chosen not to do so, thus you buy a 3rd party package with that capability, the price including the license fee.