Your only free option is XCode (which is a part of the OS X install).
Look at AppleScript Studio tutorials on Apple's developer website.
HTML is completely different from anything even remotely based in software programming, so no, you can't convert a web-page into a functional application. Some people develop applications entirely in HTML (well, with PHP/ASP/CGI), so they'll work on all platforms, and just run them in Safari (well, any web browser). You may like to give that a try, but you can't do it with Dreamweaver (you'll need to get your hands dirty in amongst the code).