The word Tape is to show you that you can record back to you camera ( Always assuming that your camera has vidio in and out capability. Look in your instruction book for that info.) This I do to keep a master copy of my edited epic.
You can then change the out put setting of your software so that you can record your video to Cd or DVD. You mention using Windows Movie Maker, I have version 2 of that and dont think that it will make DVDs. CDs yes. You can also save the finish video as a Movie maker file to play on you computer. I find that Pinnacle Studio 9 and Ulead 8 serve me well and do all that I want as an home video maker. Google Video forums and you will find several very good informative groups which you can join for free.