It is illegal to burn video games, and somewhat impossible now. The only consoles with the ability to play burnt games are older models such as Playstation 1 or Dreamcast. It is really not recommended to do this on new consoles because you can be banned or possible prosecuted by the company who made the game.
Well technically yes you can burn most games formats. However you cannot make exact copies like the original. Most times these burnt games can only play on a modded system. This is due to copyright restriction to keep people from pirating games. It is illegal to make or posses a copy of any game you do not own.
It is better to not do that, because if you are found with pirated games, you will get banned or fined, or even sued by the developers of the game itself, so don't do that
