Please insert the DVD in the computer. You should get an auto-popup to select what you want to do with the disk.
If you want to play the disk, select play music.
If you want to copy the files on the DVD to the system, select the option to view content in the disk. Copy the files to the Music folder present on the left pane under libraries.
Open Windows Media Player and the music should be present under the library option. By default, Windows Media Player looks for songs stored in the My Music and Public Music folders.
You can also Organize and Manage libraries by directing WMP to look for music in a different directory.
Thanks & Regards