Alot of guides you find are old. The Dreamcast is an old console of course.

However you can still burn games today using new programs.
The tool to use is ImgBurn it has an addon so it can burn .cdi files.

This is the format that selfboot dreamcast games were released in.
Always burn at 8X speed max.

Don’t forget to check if there are any RGB or VGA patches needed for your game.
Sometimes game creators block the use of certain type of cables.