Does the file MCF42.DLL actually exist in either the Dreamweaver folder, the C\Windows\System or \System32 folders?
Usually when you get an error message saying the file can't be found, it indicates that you should put the file in question in a location that the program looking can find it. And since the system and/or system32 folders in Wine are either empty or full of symlinks, if you have this dll on a licensed install of Windows on another PC or partition, and that version of Windows matches the one you've told Wine to emulate, you might consider just copying the real dll to the same folder in the fake_windows directory where it would normally be located in a real Windows setup.
It is also possible that Dreamweaver doesn't work with your version of Wine (which version is that, btw?), or that you have not set up Wine properly so that Dreamweaver can work (Dreamweaver is apparently tricky).
You might want to check out Codeweaver Office
, a specialized version of Wine which runs MS Office and Dreamweaver, as well as several other high-profile commercial apps (but it is not free).
You could also head over to Frank's Corner
, to see if Dreamweaver needs any special tweaking to get working.
Or, you could consider using one of the many native HTML editors available instead, such as Screem, Quanta, Bluefish, Amaya-- or even Netscape or Mozilla Composer.
Hope this helps.