Final Cut Pro offers many different options for outputting your edit for various purposes, e.g. archiving, DVD production, sharing online, and so on.
Here is a guide which explain how to work with these options in Final Cut Pro: Video Output Options in FCP
The guide is based on Final Cut Pro 6. The new FCP 7 /X incorporate a new”Share” tool which allows you to burn DVD/upload to Youtube etc. in a few easy steps.
Read more about “Share” function of FCP 7.