1. Open Dreamweaver by going to Start -> Programs -> Macromedia -> Macromedia Dreamweaver MX.
Or simply click on your Desktop icon:

2. Go to Site -> Manage Sites...

3. The next step is to create a new site. Click on the New button.

A new window should appear like the one below. You can name your site whatever you like. For simplicity, we will name ours "Web Files." When you have named your site, click the Next button.

4. The next step will ask you what type of server technology you want to use. Choose the first radio button option that says, "No, I don't want to use server technology." Then click the Next button.

5. The next window will ask you how you would like to work with your files during development. Choose the first radio button option that says, "Edit local copies on my machine, then upload to server when ready (recommended)."

Then, you'll need to specify where you will want your machine to store all of your Web pages. Click on the little yellow folder on the bottom right of the window.

A new window will pop up which will allow you to browse to the location where you will store your web files. Browse to the place where you keep your local work environment. Continuing with the previous examples in Step 1 and Step 2, we will point the to the Web Files folder we created on the C: drive. When you have browsed to the proper place, click Select.

Then click the Next button.

6. Next, Dreamweaver will ask you how to connect to your remote server. Choose None and click the Next button.

7. The last window that displays a summary of the site you just created. Click Done. Notice that Dreamweaver will then "scan" through all of the files that are in your local environment.

When Dreamweaver completes scanning your new site, your right pane (or left pane, depending on where you have docked it) should now display your site name. You will also notice that all of your web documents are now visible here as well. See below image.

That's it!
Your site has been created! If you are unfamiliar with how to navigate within Dreamweaver, see our Intro to the Dreamweaver Environment.