I'm familiar with the program, although I find it a little strange that you'd use it to create a slideshow. Usually, you'd use some sort of presentation program like
PowerPoint, although you may prefer the free, open source,
OpenOffice Impress. The only reason to make a DVD is if your slide show just had to be played from a DVD player...
I also want to make sure you understand that Premiere can't be used to author the DVD. It can only cut the video stream you intend to put on the DVD. Do you understand the difference?
Finally, if you understand everything so far and am not entirely new to video editing, then what part of Premiere don't you understand? You create a project, import media to the project bin, then move them onto the timeline to be edited. On which part are you stuck?