How to click links and go to the specified local page on Adobe Dreamweaver?

Hi there. I am trying to open local .html file on Adobe Dreamveawer by clicking the links on the Live page. But these links do not redirect to the page. They are simply not clickable.

For example when I click to the "Go to the next step..." link on live preview it does not redirect to the file and I am obligated to open the file on the file directory manually.

Any advice appreciated.