First of all, you obviously need to have a DVD-ROM drive installed to your computer, i.e. a drive that is capable of reading DVD discs (plain CD-ROM drives can't read DVDs even that the disc's physical dimensions are identical).

Secondly, you need to have a software DVD player installed on your computer. Most of the DVD players are commercial, but an open source software called Media Player Classic is a refreshing exception to this rule, being 100% free and fully capable of playing DVD movies on Windows.