I bought a dvd player/ burner and need help

ok i bought a new computer from gateway and it came with a dvd/cd-player/burner (its all one). I want to burn dvds with it but dont know how. do i have to save the dvd to my computer and then put in the blank dvd to burn. if thats the case then how do i save the dvd to the computer?? im just lost someone help me out….