However, if you wish to play DVD on MacBook Air, it'll be a little bit difficult since most new Macs (not including MacBook Pro without Retina Display) are no longer featuring DVD SuperDrives (Apple's optical disc reading and writing technology).
You just need to simply insert your DVD disc into the internal DVD Drive, then the Mac equipped DVD Player would open automatically and start running the DVD Disc instantly. It couldn't be easier to play DVD on Mac with internal DVD Drive. Play DVD on MacBook Air without DVD Drive
Guidance on Using DVD Player on MacBook Air