Hi hoang anh, Welcome to Seven Forums
Are you wanting subtitles to appear in a language in the DVD or just to note special things that are shown in the DVD?
To note/show subtitles permanently:
At the moment it is not possible to add subtitles in Windows DVD Maker, however you can edit the video file/s you are wanting to make into a DVD in Movie Maker. Then from Movie Maker you can make a DVD using Windows DVD Maker with subtitles :-).
If you are wanting make subtitles appear in a language I would suggest downloading an alternative DVD Maker as Windows DVD Maker does not provide many options to choose from. Check the features for each DVD Maker and find one that supports subtitles.