If you've downloaded all of your files and folders from the server onto your desktop, it's simply a matter of defining the site in Dreamweaver so that you can use that software to edit.
Advice, though -- move the web folder off of your desktop.
Also, GoLive is from a long time ago, so there may be some code that comes in a little "funky" when you bring it into Dreamweaver. Are you using CS5 or 5.5? Just be ready to do some editing.
Once you've got the file in a permanent location, open Dreamweaver. Pull down the Site menu, choose New Site. A window will pop up asking you to name and define the location of the local site: insert a name for your site, then in the field below the name, click the little folder icon on the right side to locate the root folder of your web. Choose your main web folder. Click Save, and your file will then be pulled into Dreamweaver and able to be edited. You should see all of your folders and html pages in the Local Files inspector on the lower right side of your screen.