The option is inviting you to burn with DVD Architect. But you can burn with other burning software if you wish as most contain an option to burn a DVD Video disc from a folder image. It gets called different things in different software.
As has been said, you can burn from a prepared folder instead of an ISO file.
However, you can create an ISO file if you wish and burn it with other software. To create an ISO file, go throught the steps as if you were going to burn a physical disc, but when you get to the Make Disc dialog, select ISO Writer as the burn device rather than your hardware burner.
I usually use 'Image Burn'. ImgBurn can create an <.iso> file from the DVD Architect prepared files, It also burns the Image to a disc and verifies the disc for errors. It does lot of other useful functions as well.