Just add them to your compilation... if they will all fit in the given space.
If we're talking about your own, personal, video files, that you own the copyright for, and they won't all fit on the DVD, you'll need to re-encode the files using some video encoding software, what I use is Nero Vision Express, but it's far from ideal.
If we're talking about DVD films, they have a different structure. And I'm not prepared to talk about that, as I'm sure you'll know copying commerical DVDs is illegal. Neither willl anyone else here help you if they are commercial DVDs.