This article explains two different methods to burn DMG files to amake bootable macOS installation DVD in Windows. That's why you need third-party utilities to create a bootable DVD from DMG on Windows. If you're on a Windows machine, you're limited in what you can do with DMG files.
It consists of data blocks that represent a physical disc.
A DMG disk image file is Apple's container format for capturing entire drives or disks, similar to ISO for other platforms like Windows.