This method is only good if you want to put your VCDs on a DVD±R/W, do not use it if you are converting from another source like DVD,DV,AVI or DivX to DVD.
You can not burn as VCD on a DVD the same way as burning on a CDR/W. But you can convert the VCD to a "DVD-VCD" that will work on most DVD Players. Standard DVD supports MPEG1 so it is possible to author VCD MPEG files to DVD without reconverting the video, on one standard 4.7 DVD±R/W disc you can store about 450 minutes VCD MPEG. But the DVD standard requires 48 khz audio(VCD is 44 khz) so it requires some preparation before authoring and burning the DVD.
(Note 2! If your DVD Player supports MPEG1/2 ISO files, you could just convert the VCD DAT files to MPG and burn them directly on a DVD±R/W as standard data. You should then be able to select and play the MPG files from the file browser on your DVD Player. But this DVDVCD will only work on DVD Players that supports MPEG1/2 ISO. )
Use Isobuster and TMPGEnc DVD Author, read lordsmurfs VCD to DVD guide here. You find more VCD to DVD guides here.