Windows Media Player isn't available to copy DVD to DVD directly. You need to copy files from DVD to computer and then burn the files to another DVD with Windows Media Player.
After you copy files from DVD to computer, now you can follow the steps below to burn them to DVD with Windows Media Player:
Launch Windows Media Player, click Burn, select Burn Options, and choose Data CD or DVD.
Put a blank DVD into DVD drive and select it in Windows Media Player.
Find the files you copy from DVD and drag and drop them to the Burn list of Windows Media Player.
Click Start burn to begin copying files to DVD.