Get Rid of "Doctype Must Be Declared First" Alert

If you don't want DW to check your code for errors as you go, you can turn that off.

Go to Edit > Preferences > Linting > uncheck the box for Enable Linting > hit Apply

And you won't find it in Preferences.  HTML documents must have doc type declaration.

My advice is to use another file type.  Depending on the code you're creating, use JavaScript, JSON, PHP or plain .txt file instead of HTML.

If you want Dreamweaver to validate your code it needs to know the doctype in order to validate.  There's no way to override and tell DW that you are working in a particular type of HTML file without having that information. I would just ignore the error and work as you were.