MKV files downloaded,simple way?

Hi everyone Merry xmas!
Im very new to this and have been struggling and failed to burn any media to disc.
I have read pages and pages and posts and posts and still have not had a result.

I have downloaded some films, that have come down as mkv files.
I want to play them on my bd 1500 samsung player.

Do i need to convert these files to get them onto a, blu ray disc,b, dvd 9 disc?

I converted one film and got a bnv file and certificate file ,using txmuxer, went to nero rom and nero recode and couldnt load the files up.

Please Help me anyone ! any advice is deeply appreciated!