How do I download a websites server to my cPanel

That's not how you work with DW.

#1 you don't download your server.  That's a separate computer on which your publicly accessible web site files are stored.

#2 you don't use CPanel.

#3 You must define a site in Dreamweaver.

Go to Site > New Site.  Create a local site folder.  Example:  C:\MyTestSite

On the Servers Tab.  Enter your FTP log-in credentials provided to you by your hosting provider.

If unsure what your server's Root Directory is, contact your web host and ask them.

Once your site is defined, open the Files Panel  (Ctrl+F3) and click on the UP arrow to upload local files to your server.  Or use the DOWN arrow to download files from your remote server to your local computer site folder.

Post back if you have any questions.

Nancy