HTM and HTML, if you mean the file extension .htm and .html, both mean the same things - they are documents consisting of HMTL intended for display on the web. Some web hosts insist on your homepage being named index.html while others will allow index.htm
You can adjust the default file extension that Dreamweaver saves HTML files as by editing the MMDocumentTypes.xml file in the Your Drive Letter:\Program Files\Macromedia\Dreamweaver MX\Configuration\DocumentTypes folder. Open the file in Notepad and change the line where it says:
<documenttype id="HTML" internaltype="HTML" winfileextension="htm,html,shtml,shtm,stm,lasso,xhtml"
<documenttype id="HTML" internaltype="HTML" winfileextension="html,htm,shtml,shtm,stm,lasso,xhtml"
All you change is the order the filenames are liisted in, from .htm, html.... to .html, .htm. This ensures that your web files will always have a .html extension by default.
SHTML is a file extension often used when you implement SSI or Server Side Includes. SSI files are files separate to your main page, but that the main page references and displays as part of its own content.
You can use SSI for common page elements like a header, footer, navigation panel and similar.
The SHTML page includes other files like this:
<!--#include file="filename.txt" -->
There's a pretty good overview of SHTML at this page: click here
Dreamweaver may not show the includes because they are separate files to the parent page and will be called by the web browser whn that page is requested. Check out the source code to see which files are included in the document and then try to find them in the site folder(s).
Here are a couple of links for using Dreamweaver with SSI: