you need to have your site definition properly configured to create the files in your site.
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
"and when i save as a Php the source code online still says that my site is html..." I'm not sure what you mean by this, can you elaborate please?