JavaFX or RIA desktop app (on dvd) also available on the web?
Yes JavaFX or Flash applications can be used to develop applications that run in different contexts. 
However, it's not clear from your question why these would be preferable over your current solution. 
If the information your sharing is primarily text and you're using DVD because your audience is primarily located in area with bad Internet connectivity, then you're current approach probably makes more sense. JavaFX or Flash might be more fun to write for developers but maybe doesn't serve your audience. 
I would suggest that if you are shipping DVD and are looking for ways to make the DVD more useful than as a PDF delivery system would be to add video to the DVDs. And then maybe it would make more sense to use JavaFX or Flash to drive the UI.
Is it possible to develop an application easily available on the web that also can be distributed on DVD (installer or started from the dvd)?
For the moment, we use static html (frameset!) pages (generated by xml files), with one difference: pdf's are only on the DVD version, the web version only shows a preview of these files.
Can this be done with JavaFX, OpenLaszlo or are there better options?
(for example: turbogears, and using tg2exe for DVD version)