You need to define the connection. In Dreamweaver there is an easy way to do that by clicking on the connection under the Databases tab in Application. Username, password and database will have to match with your providers settings.
I have attached a screen shot.
Then on each page, that refers to the database, you need to add this code above the head section:
<?php require_once('Connections/connYourConnectionName.php'); ?>
It has been a while, since I set up my own connection, so I am not sure, whether that is done automatically (when adding a recordset) or not.
I am not an expert, so this is just an educated guess :)