Digital copies are DRM protected, so you can't just transfer them to your SD card and play them on your device. Typically, you first have to decide if you're going to use it on iTunes or WMP--once you've made that choice, you can't go back. If you choose WMP, then you can watch the digital copy on your computer with WMP, but unfortunately you still can't transfer that digital copy to your device (unless it's an older device that's PlaysForSure compatible, a compatibility protocol that Microsoft abandoned a few years ago).
As a workaround, you can get a video ripping program like Tunebite by Audials (which is what I use) that gets around the copy protection by exploiting a loophole in the laws--it will play your DRM protected video on your computer using WMP, and record it in an analog fashion into a new file (with many choices of format). You can then move that unprotected file onto your device and watch it.
I think these days, movie companies are no longer including digital copies on the DVDs--instead, you go to a website and enter a code, and then you can download the DRM protected video (which should still be playable on WMP and therefore recordable using Tunebite). More and more movies are also being made available using an Ultraviolet account for streaming.