Indeed, but it burns data. Unless a file conversion is made, that may not work on the standalone player that Toadstool referenced.
Two links explain the process and limitations. Here's an extract from the first...
"Note! if you want to burn video files like avi, mp4, wmv, etc... to DVD, then you must know that this disc will only play on computers and DVD players that support these video formats. If you wish to burn them on a DVD that can be played on every DVD player, then you need to convert the video files to DVD format first.
Note! if you want to burn audio files like mp3 and wma to CD, then you must know that this disc will only play on computers and CD/DVD players that support these audio formats. If you wish to burn them on a CD that can be played on every CD/DVD player, then you need to convert the files to the .cda audio format first."
http://www.easytechg...windows-10.html
https://www.youtube....h?v=g523WJIwyKI
Express Burn from NCH may be your best alternative.