My suspicion is that I trouble lies in the fact I have an old and unsupported version of the software, or some sort of conflict between HTML/HTML 5 (if something like that exists), or a combination of the two.
I think it's very unlikely that either of these would be involved. No doubt the issue is either with your code for the link, with your path to the linked file, or with remembering to upload the linked file. Can we see the code on the page (best way is to post a link to the live page)?
A little background: I work for an agency and have a peripheral responsibility for updating our website, so I am learning everything on Dreamweaver from square 1 basically. So bear with me as I muddle through this.
The more you know about HTML (and CSS) the easier this will be. It might be a good idea to spend some time on http://www.html.net, or http://www.w3school.com