visit the xampp for windows page:
xampp-windows.html
the download section offers 3 choices:
xampp-windows.html#641
1) An installer
2) A Zip File
3) A 7Zip
In the "The Installation" section, there are steps that walk through installing XAMPP using the installer:
xampp-windows.html#522
or installing without the installer:
xampp-windows.html#521
follow those instructions based on the download you choose.
once XAMPP is installed, see the "Defining a Dynamic Site in Dreamweaver" Tutorial on the tutorials and training page:
tutorials.php