Native DVD support will first arrive with the release of Windows 2000, but it is for reading data only.
Today, you must use a 3rd party Windows NT drivers, provided by the hardware vendor.
Creative Labs has an NT 4.0 driver for their DVD drive.
To install, first expand it using dvdent4 -d. Switch to the Drivers folder and run setup.exe. Reboot and run setup from the Appl folder.