well theres your problem, to learn this stuff properly, a good html book and an editor is what you need, DW is fine after you know the ins and outs ,but a good basic book/PDF is your best option long term.
everyone needs to start somewere so good luck in your trials and errors, and there will be lots.
the all in one is that
http://apache2triad.net/ its got everything you need, web server PHP SQL and the rest in one simple install package.
its put together so you install on your C: drive and from then on your machine starts all these packages up and you have in effect a full set of servers running right there on your PC under your desk to mess around with.
just make sure you have enough HD space...
read the
http://apache2triad.net/ site help files etc, it will become clear.