Oh ya, you can.
Hi Ten Mile, and Welcome to the Forum.
First, Congratulations with your new purchase.
Of course you can do what you say, connect your DVD player into the VCR input,
or any other source component to any source input in the back of your receiver.
It's a free country, isn't it after all?
I don't know if your Yamaha RX-V365 receiver allow you to rename each individual source inputs; if it does, great. If it doesn't, just remember which one is which one.

A good memory helps.
The DVR out jack is for recording purpose, you know, just like the VCR.
Cheers,
Bob