with the control download can you download it to a dvd disc and watch it in your dvd player on your tv?
be aware that it won't have the menu or the chapter selections like the real dvd. the download is made to be watched all the way through on a pc. although yes it is possible to convert it to a format that will play on a dvd player, but it's not going to be like the real contorl dvd.
Unless you author it yourself.
And to the post above...many converting softwares have the option to create chapters automatically so yes you should be able to do that.
EDIT: HERE is a pretty good free one if you're interested