How did you author the DVD? If you simply burned the Video and Audio files to a DVD disc as "data", there's the problem. DVDs must be "authored" using a program such as Adobe Encore. Opening a DVD video disc on the computer will show a VIDEO_TS folder, with .vob files inside of it. That's a real DVD that is compatible with DVD players.
Safe Harbor Computers
Yes. Now that you have those two files, they need to go "into" Adobe's Encore program or some other DVD encoding program to get turned into the " .vob " and other files that are the actual contents of the dvd itself. As the license for the "engine" that drives Encore was apparently discontinued by the company Adobe licensed it from, they announced that "optical disks are dead" and discontinued further iterations of Encore past CS6. To get that for current use (as I and many other CC users do regularly) you need to use the CC app's "Features & filters" link part way down the apps list tab, choose a previous version, PrPro CS6 to download/install, although once you start to run the install program it will probably give you the option to install PrPro CS6, Encore CS6, or all. At that point you can just tell it to install Encore. There's a page or two from Adobe you can find searching for Encore installation that tell about the two library files that for some silly reason they never announced are needed to actually run Encore ... and there's also many threads here about this. Anyway, download those other two files & put them into the library section of the program files as stated in the info, and off you go.
That said, Encore is a very powerful DVD authoring/creation program ... but not the easiest one to learn. You might search for DVD authoring or building programs.
To make a "movie" DVD instead of a "data" DVD you must use a program like Encore
CS5-thru-CC PPro/Encore tutorial list http://forums.adobe.com/thread/1448923 may help
The bottom section of the link above has several Adobe links, and other information, on downloading Premiere Pro CS6 and the bundled Encore CS6, and the TWO ADDED downloads for the Encore library content, to author a DVD or BluRay... and the tutorial list includes learning how to use Encore... pay particular attention to the picture in reply 3 at this link - https://forums.adobe.com/thread/1516173 (picture first posted by Ann Bens and reposted by Stan Jones)