you have to install wordpress – simply downloading it doesn’t do anything but put a zip file on your computer.
https://www.tamba2.org.uk/wordpress/xampp/ – this will show you how to install WP on your machine so you can play with it, but it really has nothing to do with working on the site in dreamweaver, as it’s a separate entity. once you’ve got it working the way you want on your computer, there’s a tutorial there about moving everything up to a server (and there are specifications that need to be met with the hosting company first, so be sure to check the documentation on that too)
wordpress is software… you might want to check out https://codex.www.ads-software.com/ for more information on the software as a whole before you go messing with it, as there’s a small amount of learning that needs to be done.
