Yes of course but you need to be aware of the following.
Downloading TV shows or any copyrighted material is illegal !!!! I believe it is tolerated providing it's for your own use. Distributing it is another matter ( whether for free or not). You need to be really carfull with this stuff as you could easily get into trouble.
Right i presume you are talking about avi files you have downloaded.
Most avi ( video) files on torrents are either DIVX or XVID. This refers to the codec ( decoder/encoder) used to encode them ( compress them into an AVI file)
You can download the codecs free of charge.
http://www.xvid.org/
http://www.divx.com/
( You'll need these codec to view the video files in media player anyway.
In order to put the video on a DVD in a format thats viewable on a standard DVD player you will need a DVD authoring program.
DVD authoring is to create the video files and menus etc
Most use Nero burning tools. In fact a lot of DVD burners come with free version of Nero. All of the 3 Sony PC DVD burners i've bought in the last 18 months have had Nero as free software that only works with that model of burner. ( So there's no point borrowing it from a freind unless you have the exact same DVD burner)
There are others available just do a google search.
There's loads of tutorials on the web as to how to burn DVD's
This is a free one to try before you buy
http://www.brothersoft.com/dvd_video/vi ... 53298.html
BEWARE if you want to download a pirtate copy of DVD authoring software on torrents, be careful as many contain viruses. You need to have a good anti virus program up to date and running when you open these files.
To be honest while i enjoy the TV shows etc from torrents i do not
condone the use of illegal software. Why would you when an 82 dollar DVD burner comes with free software anyway. The software itself retails at 35 bucks alone.
Good luck