Hello. My name is Michel. I can help you with your question.
In order to play the DVD on a regular DVD player like you are trying to do, the disk must be finalized. This will be an option on the camera or, if you are creating the DVD with software, it will be an option in the software. You will not be able to just copy the VOB files and have them play. You must make an entire disk (sometimes called a disc-at-once) copy to make an exact copy of the finalized disk. If you are creating it from video clips in software, then when you burn the disk, you must select the option to finalize the disc after burning it. Please let me know if you still have questions.