How can I print a DVD label directly on the DVD?

You can't. The labels that are done directly onto DVDs are done in the manufacturing process. Just buy some DVD sticker labels and get a CD-Stomper.

Get a printer such as a Canon Pixma that is capable of doing it and use DVDs/CDs that are designed for that purpose. Failing that, get DVD sticky labels and print on those. They usually come with a neat little device for centring the label on the DVD / CD

You'll need a printer that will allow the printing of CDs/DVDs. You download the label on to your computer, set the DVD in the printer as directed, then send the label to the printer.