I can confirm the first two statements:
1. Define a Dreamweaver site with a local copy of the shop files and set the installed instance of the shop as the Remote.2. Open the confirm.php and follow your instructions.
To answer the questions in order:
1. Do I need eCart installed in order to do this?
Yes, you will need to have eCart installed for this.
2. In the server behaviours I don't see a section for eCart
This will only be available once eCart is installed.
3. Do I have to setup a Testing Server?
Yes, you need to have a testing server defined to work with the dynamic data. I would suggest that you develop and test locally before putting the files up to your live server. Here are some guides on doing this:
Testing server on windows
xampp_for_windows.php
setting up a dynamic site in DW
dynamic_site_definitions.php
