this sounds like a problem with the Dreamweaver site definition.
Have you set up a site in Dreamweaver?
See the "Defining a Dynamic Site in Dreamweaver" tutorial on the learning resources page:
resources.php?utm_campaign=Forum_header&utm_medium=Forums&utm_source=WebAssistForums
once you have your site properly defined, create a new page and save it to the site, then you can add the menu to your page.