First, you need to create a site definition in DW...
GS-01: Defining a new site
Go to Site > New Site...
Give the site a name and point to an empty folder on your computer for the site's Local Root.
Under Servers, hit the + symbol
Give the server a name and place your FTP information
Save
Open the Files Window under Window > Files
It should be empty, hit the Get (down arrow)
When asked if you want to download the entire site, hit yes
From there on out, you will edit the local file, then Put (up arrow) to the server