How to burn downloaded pc game file into dvd so then we can install?

i downloaded a game about 7G size.can i know how to burn the game into a single dvd(4.7G) or burn into 2 dvd but i can straight install the game when i insert the dvd(after burn).i mean like 1st insert the 1st dvd, and install..then change to dvd 2 to continue install.How to burn downloaded pc game file into dvd so then we can install?download daemon tools lite, install it, and mount the disc image as a virtual drive. Install from there.