Some info which would be helpful for me to know:
What web server are you using (Apache 1,2 or IIS 5,6).
Do you have server side includes turned on?
The template structure is very simple - the WDN maintains files stored in the /ucomm/templatedependents/ directory which you shouldn't have to touch, just make sure they're synchronized.
So - if your server is http://localhost/
, the files should be at http://localhost/ucomm/templatedependents/
(replace 'localhost' with the name of your web server of course).
You can use a web browser to see if the files are there or not. A 404 HTTP status code will tell you if the files are not in the correct place.
Once your templatedependents files are in the correct place, all you need to do is create a file using Dreamweaver and save it with the correct extension which will tell your webserver to process the server side includes. This is where knowing your web server helps --- Apache servers should use a .shtml (or if you're using PHP, .php) extension; IIS servers should use a .shtml or a .asp file extension.
If you have your file, index.shtml on an Apache server for example, simply browse to your page using http://localhost/index.shtml
(or wherever you placed your file) and view the source from your web browser. If the output from the web server has un-processed include statements (<!--#include virtual=") then your server does not have Server Side Includes turned on... which is documented in the Wiki.
I hope that helps... if you can provide any more info that would be great. Screenshots, and your page source files are helpful as well.