If this was an EMPTY CASE (no disc inside)
If this was an EMPTY PACKAGE (nothing inside the envelope/wrapping)
The sender should call 800-ASK-USPS or go to https://www.usps.com/postalinspectors/mailthft/mlntrcvd.htm (the Postal Inspection Service's website) and input the information online there . This will help USPS try to recover the DVD.
If you think that the wrapping method may have contributed to the loss of the DVD, please do give (gentle/constructive) feedback to the sender; you can refer to What are the requirements for posting a DVD? if you like.
Related Links:
I received a DVD that was 'lost in the mail'
How do I contact another member?
Getting Around the new SwapaDVD--where IS everything?