Here's a tutorial I had written back in 1999 when managing web-sites was a big thing and Dreamweaver was the most advanced tool on the market
Go to Sites>Define Sites
You will see this window
Click on New
Fill it out as follows
Now after you fill out the Local Info. Fill out the Web Server Info
Good. Now fill out the Check-in Check out window info
Site map layout is next
Home Page: enter your own path to the index.html that lives on your hard drive. (in the above picture I store it in a a folder called rohitsood.com which is in a folder called www which is under a folder called MyFolder in C drive). Give your own path or browse to it.
Next few settings are simple
Click OK and Done. You can connect and “checkout” the site. From Dreamweaver.