Often you only need to copy them across as is. Many (mine does) newer DVD players will show you the folder structure, and allow you to select the pictures to view, in a similar way to using a PC.
If you want to create a slide show, and add music - this is a further refinement. Here is a selection of free downloads click here
I have an idea that Nero also allows you to do this - but I've never used it myself.
Also remember that you can create DVDs, VCDs (Video CDs), and SVCDs (Super Video CDs) - but make sure what the units you want to play them on supports.