I just have found the solution.
If you would like to connect to a paradox database or any other (not all databases require ODBC) using dreamweaver and PHP, fisrt of all, you have set a odbc dsn connection
(Control panel --> Administrative tools --> Data Sources)
There's a lot of information in the web regarding this step (the ODBC DSN configuration)
After that, download the PHAkt extension for Dreamweaver here:
http://www.interakt.ro/products/PHAkt/
Inside the download file (.rar file) you will find the extension and also a tutorial, very clear and easy to follow)
In fact, if you would like to use PHP to connect to other database rather than MySQL (Because native Dreamweaver only supports MySQL connectivity for PHP), you will need this extension. It support 13 types of databases for PHP !!!)
I was ready to change to ASP, until I found this extension.