Keep a spare copy of your site in a folder on your hard drive. That is your backup. Now use the 'work in progress' (WIP) copy in another folder on your computer. I normally keep a folder in My Documents with all of my static Dreamweaver sites in it. The dynamic sites live in other places on the computer, but that's not important right now. This WIP copy in a folder of your choice is known as your loacl site, or local copy.
I am assuming you know how to get started in Dreamweaver. If not, try these links:
Basically, if you only want to change one page you open it in Dreamweaver (File, Open) or if you want to play with the entire site you should start my using the Define Site feature in Dreamweaver. This allows the program to figure out which files belong to your web so that any modifications to one page that affect others can be updated automatically.
You just edit the text, insert page elements and other bits and bobs to your hearts content. If you don't like what you've done, don't save it. If you do save it and don't like it, overwrite the files from your backup site copy to the WIP folder and start again, assuming your Edit, Undo... doesn't get you back to where you want to be.