On a 2003 Chevrolet trailblazer ext lt with factory installed DVD player can you only use the wireless headphones to hear movie or set up through vehicle radio?

No, on a 2003 Chevrolet Trailblazer EXT LT with the factory-installed DVD player, you are not limited to only using wireless headphones. While wireless headphones are an option, you should also be able to hear the DVD audio through the vehicle's speakers. The system likely has an audio output selection allowing you to switch between headphones and the vehicle's sound system.