Agreed, dreamweaver saves everything as .txt (or files that only contains text), and has no features to turn that into machine-code. I guess you could technically make the source files yourself in dw and use the command-line to compile it...but it's so much nicer to use an IDE (integrated development environment) that'll help do it for you.
C++ is designed to be compiled on all the major OS's, so in theory you'd want a compiler that also works on all OS's --> If you get Visual C++ (by Microsoft), you might be tempted to use windows-specific functions in your code, and it will only compile on Windows; it won't be cross-platform. But the C++ basics are universal, so whichever compiler/IDE you use, it *should* be the same code. Obviously if you
#include <windows.h> (..you'll read about that later), it's Windows-specific code.
I personally use vs (visual studio: C++/vb/C#/others all-in-one) because I don't care if my software only runs on Windows. Most games are (currently) being made for Windows, and I use Windows at home, so for it me doesn't matter. If you're on Windows, it's absolutely the best tool of it's kind. Someday soon they may make games for Linux (and Mac?) and you'll want most of your existing code-base to work on both. There are a few different compilers, and IDE's --> I think Eclipse works for Linux/Mac/Windows. Also heard of CodeBlocks, but never used it myself.
If you're going with Visual C++ I highly recommend "Ivor Horton's Beginning Visual C++ 2005" (published 2006)
I found a .pdf of it online, I'm sure you can too. A long read, but full of great info. Explains things like "what is c/c++", "the .net framework/CLR," and how to use the IDE - good for beginners. I skipped the CLI sections (custom microsoft C++ mutation).
php
edit:
What software should I use to type code such as C++, C, PHP, etc...
PHP is interpreted, not compiled, so it's sourcecode is actually just saved as plain-text files. (and requires php to be installed)
Dreamweaver works great for php /html/css/other web 'languages'.