PowerPoint does not have a native feature to do that - but third party
applications can do that. Not all of them do it too well - and you'll need a
Powerful computer to get better results - luckily many of them have trial
versions and you can check if they work for you.
Some aspects you need to pay attention to:
1. You cann't burn PowerPoint to DVD directly without third party software,
because PowerPoint is not MPEG-2 Video formats which you can burn to disc
directly with common burning software like Easy Media Creator, Power2Go and
so on. you need certain software to convert your PowerPoint to MPEG-2 or that
software has the function of burning PowerPoint to DVD directly
2. Burn PowerPoint to DVD or disc. Commonly, there are two steps, first
convert PowerPoint to a certain video format such as MPEG-2, then burn the
video to disc. (Here you can use these common burning software like Roxio
Creator)
And there are some software can do this at a time
3. Put the music and the PowerPoint in the same folder, in a word,
everything in the same folder to make sure you burn PowerPoint to DVD with
animations, transitions and audio track retained.
Here I recommend Acoolsoft PPT2DVD
http://www.ppt-to-video.com/powerpoint-to-dvd-overview.html