If I'm understanding you correctly, no, you can't create your pages on the remote server. You have to create them on your computer and then upload them (via FTP) to your remote server. You can either do this in DreamWeaver or use a third party application like cuteFTP (there are many others).
However, as I say, DreamWeaver comes with FTP facilities. The last part of this tutorial tells you how to set up your site definition to accommodate ftp.