Your server is not setup to to run PHP. Since PHP is not running, that is why it is prompting you to download the file - the web server doesn't know what to do with it. As with all solutions, Dreamweaver is not required to use it, it just looks like a configuration issue in your server setup.
There is indeed documentation on how to setup a local testing server on the documentation page of the website.
The forum is for support, that is likely what the person on the phone said when you called. There is no direct phone support, we request you search or post a thread here first.