Depending on the OS, it might be doing as instructed. Windows 10 does not come with DVD playing software but HP usually has a copy of CyberLink installed to play DVD's. You can tell Windows what to do when a DVD is inserted by going to the Windows setting page and then going to the system page. When the DVD is in the drive, does it show in the "This PC". I assume by playing a DVD you mean a regular movie type DVD, correct?
If there is no DVD playing software installed, then it will not play, of course. In that case VLC can play DVD's. You can find it here: