The piece of the puzzle you are missing (mentally and maybe physically) is a DVD authoring application like Encore or one dozens. You probably have one on the CD that came with your DVD burner…unless your missing that 2.
DVD authoring app will import your elementary streams and write the files that standalone DVD players recognize.
Premiere Pro can bypass all this and write the files and burn the DVD, if you choose File>Export>Export to DVD. Though you wont get menus or many other options.