If this is newer DVD player, they should play, BUT....you can't just copy, and paste them into DVD. They have to be burned into DVD.
While copy/paste would fit ~6 movies into DVD (an average movie ~700MB x 6 = 4.2GB, which is below 4.7GB DVD's capacity), burning will allow you to fit just ONE movie into a DVD.
An average movie is about 90 mins, and DVD holds about 120 mins.
Putting it another way, movie as a file (.avi, for instance) is about 700MB in size, but when burned into DVD, so it can be played in standalone DVD player, will be slightly over 3GB, in size.