Before you begin to design your site in Dreamweaver, you need to create a folder for it on a zip disk in drive D.
From the desktop, double click on "My Computer":
This will open the My Computer Window. From here, double click on the icon for your zip drive (D:\).
Once your zip drive contents are displayed, select File > New > Folder. A New folder will be displayed at the bottom of the drive contents.

Click once on your 'New Folder" and select File > Rename. Type the new name for your Folder (i.e. Website).

Remember where this folder is! You will be using it to set up your site in Dreamweaver.