On some information I was provided, the Burn Option in Disk Utility has been moved directly into Finder. You can access it by either one of the below methods.
To burn ISO to disk in El Capitan:
1: Click once on the ISO on your desktop (so that it’s selected)
2: From Finder File menu, choose BURN DISK IMAGE xxxxxxx.iso to Disc (with xxxxxxx been the name of your ISO)
3: Or alternatively right click on the ISO and choose from the menu that’s appeared “Burn Disk Image xxxxxxx.iso to Disc.
Doing one of the above methods works the same as Burn used to in previous versions of Disk Utility before El Capitan.