What you need to do depends on what you are trying to do. Do you want ot edit the pages, posts, content, etc? Do you want to make changes to the layout or look of the site? Do you want to add in something new?
The big thing to remember is that WordPress is a dynamic DMS. It’s nothing like having a heap of static HTML files on a server somewhere, so if you’re used to Dreamweaver only then it will be a bit of a learning curve to get used to the different way of working with things.
Additionally, WordPress is database-driven, meaning that all the pages and posts are stored in and retrieved from the database as required; there are no “page” files. or any other for that matter, generated by WP. Numerous settings are also stored in and retrieved from the database.
Generally, the only files that are added to a WP site are the media files (images, etc.), plugins and themes, and these are added via the WP dashboard and stored in their respective folders within the wp-content folder.
To work on a WP site, you do not need WP on your computer; it’s done completely online.
That said, one can install WP on their own computer to test plugins, themes, etc., but you need to set up a compatible server environment there first before you can install WP. There are many freely available for both Mac and PC. Have a look here for more on this subject:
http://codex.wordpress.org/Installing_WordPress#Installing_WordPress_on_your_own_Computer
your design files are found in
wp-content/themes/yourthemename
I would not suggest editing them in dreamweaver