I found a great Video Tutorial explaining how to install and configure WAMP.
The tutorial goes on to show how to configure Dreamweaver to connect to your local server (WAMP) database.
You will need to download the newest version of
WAMP here
View the online
Video Tutorial HERE
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***NOTE*** I am using this to load a testing version of Joomla! If you are interested in that, the process is slightly different. Let me know and I can guide you through that as well.