Whoever told you that is completely wrong.
The files produced by DW are just .html, .php, .js, etc. Any program that can read those files, including all versions of DW, reads them.
Certain, specific functionality can be lost. In the case of things like .DWT Templates, since a totally different program doesn't understand the comments DW uses to make editable regions as anything other than normal html comments.
But version to version in DW is no issue at all, aside from using functions that don't exist in the different version. But even in those situations, instead of getting nice dialogue boxes, you would only need to manually update the code.