From the article, Extending Dreamweaver: Let Dreamweaver Create Your Menus.
You need the following files in the same folder you're calling the menu from. The following are used:
close.gif, a closed folder
open.gif, an opened folder
folder.gif, indicates a folder
menu.csscontains the needed style sheet definitions. See below.
To give the widget a "real tree" behavior, you have to include some style sheet declarations. These are responsible for giving the tree widget an indent. This version of the menu object always uses the following style classes:
menuFile, style class for files, the example uses "margin-left:16px"
menuFolder, style class for folders, the example uses "margin-left:15px"
menuContainer, style class for the inner contents of a displayed folder. Not used in the example.
menu, style class which surrounds the complete menu. Not used.
So, in order to give the tree a new look or integrate it into your site, you only have to change the CSS classes the code refers to.