You'll need to integrate it into your site, thats providing your site is not a free hosted one with little options.

You'll then have to either pay for or get some open source Blog layout plugins/coding for your site, then if your using dreamweaver, just integrate it into it and upload it all to your ftp server. Its fairly straight forward and the majority of blog layouts are friendly with DreamWeaver and other programs like it so that you can add it in more of a graphical way.

I believe there is a way you can manually do it, but its up to you at the end of the day, i'd be happy to help you get it up if you need the help.