Many people today are unaware that Star Wars was a pioneering film in terms of audio; not just in its sound effects, but in the format and the way it was put together. I myself did not realize until a few years ago that it was actually the first film ever to have a dedicated channel for recording bass effects, and as such is worthy of being preserved and heard in this form.
Anyway, the d_j set should come with two folders: a VIDEO_TS which has all the movie data, and a DVD_ROM containing the artwork, if I recall correctly. The whole thing is already in the proper DVD format and ready to be burned to disc.