PC apps won't work for Mac, as the folders, ect are totally different. You would need windows with bootcamp or another program to run it, or use crossover for a windows app to work.
Sounds like you either need to get the Mac version of Dreamweaver. Alternatively, you need to get WIndows running on your Mac using either Bootcamp, or a virtualizer like Parallels, VMWare Fusion, or VirtualBox. Windows binaries (exe, DLL, etc) do not run natively on the Mac.
When I switched from PC to Mac, Adobe let me transfer my Photoshop license from Windows to Mac. I had to fill out some paperwork, but for $15 I got a retail copy of Photoshop CS3 (latest at the time). You might be able to transfer your Windows Dreamweaver license to the Mac version, unless of course you are using an unlicensed copy as the prev. post observes.