el_quijote, have you set up a site for your Dreamweaver pages? Unless you've done this, when you preview the pages in IE, Dreamweaver will only send a file path like
file://C:\program files\apache group\apache\htdocs\page.php
when what you want is the server URL, e.g.
http://localhost/page.php
If your server is running, and the pages invoke PHP properly, they should run. You just have to tell Dreamweaver where to find the server.
HTH, if you need help setting up the site, or if that's not the problem, let me know.