New to Dreamweaver...confused

A site was developed for my company using Dreamweaver. The site was emailed
to me and I now have a copy of Dreamweaver and am trying to open/import the
site into Dreamweaver MX.

I've clicked OPEN..and then see file types for CSS, html etc.. f which I can
open one at a time. But I want to import the entire site.

Please help. Thanks (I have a Dreamweaver help book on order)

You don't need to "import" anything.

Have you "Defined a Site" for this site?
In the process of defining a Site (see F1 help files) you will set the local
folder where these files are on your Hard Drive as the "Local Site Folder"
for this site. Then they will all appear in the F8 Site Manager window.

I've clicked OPEN..and then see file types for CSS, html etc.. f which I can
open one at a time. But I want to import the entire site.

Open Dreamweaver. On the menu bar, click > Site > Manage Sites > then the help file. This should get you going.