How do I play/burn .avi files?

I have a travelling VCD. I am trying to burn another disc to pass it to my friend but I am new and do not how to do it at all. Can anyone guide me the steps right from beginning, for example, do I need to save it in my PC first then burn it. Thanks

i have a dvd player that will play divx dvds but i don’t know how to burn my avi computer files to a dvd help