You might have third party software on your computer that will do this. New computers often have one or more programs installed that will burn discs. For example, my HP Pavilion Notebook PC came with CyberLink Power2Go Media Suite; it can be used to create copies of discs.
However, I believe you can also do it via Windows File Explorer. With the disc in your DVD drive, open File Explorer, right click on the DVD drive (should be under This PC), and choose Burn to disc, and proceed. The first step in the procedure is creating a file on the hard drive so that the source DVD disc can be removed and a blank disc can be inserted. Then, you should be able to continue with the actual burning to the new disc.