Compress (share-create video files) what you need to burn in advance into the format you need (vcd or dvd), and then you can burn and choose to add video files.
If you choose to add a project file, the audio and video itself needs to be compressed before burning, but if there are any problems in the compression process or burning process, you have to compress it when you need to burn it again, which is a waste of time.
Therefore, it is safer to compress the video of the project file first.