As long as you render the output files with the markers included DVDA will pick them up and use them as chapter points. In DVDA drag the MPEG2 file into the workspace. This creates the 'play movie' button. Right-mouse-button click inside that button and choose 'insert scene selection menu'. This will create menu page(s) as needed, 6 chapters to a page. You'll get a very basic and default set of menus completely automatically. You can even change the number of chapter buttons to include on each page as you do this.

If you rename the markers in Vegas before you render then DVDA will use those names as the chapter names. If you've already rendered then you can click on each chapter name in DVDA, press F2, and rename them there.