This is determined by the DVD player, for which formats can be played, and also the video if it will be handled.
Newer video players are starting to handle DivX format, so if the video is encoded as divx, and your DVD player says it can play them then you're fine just burn it as a DVD Data disc.
However if it does not handle DivX format, and/or the video is not in DivX format then you must re-encode the video using a program such as DVD Flick.
Or if your lucky and have a chipped xbox w/ XBMC (or some other good home entertainment unit), you can probably just burn the video files and put them on there, or if its an xbox plug a network cable to it and play it from there.