Divx is a mostly dead copyright limitation encoding scheme for rentals. The movie industry tried to limit video tapes and later DVD's that were being rented so you could play the tape or DVD a limited number of times and could not copy the tape or DVD. It died as a copyright thing, but it hangs on as a compression encoding scheme. The idea was to build the software into the players that decoded the data. The same thing in a sense exists in DVD players with the REGION setting. The region setting prevents you from playing a disk from a different region. A DVD from Europe will not play in North America and a DVD from North America will not play in Europe.
Anyway, the bottom line is YES, you can copy a Divx encoded file onto a blank DVD as a data disk and the player will play it. By the way, my DVD player says the same AND it will also play MP3 files. I've burned a bunch of music to a couple DVD's and use my DVD player to pipe the music into my stereo system. One DVD can hold enough music to play for a week without repeating. With 2 DVD's full, I'll never get tired of the same thing over and over...