As we all know, iMovie is a great video editing tool on Mac OS. And it naturally supports MPEG-4, DV, MOV video formats. While M4V, MPEG-2, etc file formats are not included.
What If you want to edit those files with iMovie, you will find perfect solutions for these questions below:

import m4v into imovie
How to import a .m4v video file (handbrake rip file) into iMovie?

convert mpeg to imovie
Convert MPEG-2 to iMovie with the Best MPEG-2 to iMovie Converter

After taking time editing videos and make your amazing movie, you can easily burn imovie project to DVD.
How do I burn a DVD from iMovie without iDVD?