Yes, they are essentially one and the same company, operating out of the same offices pretty much. Sarah is the administrator of these forums.
I'm not looking to host my own site, I already have that with GoDaddy. I'm looking to learn how to code - HTML, CSS & Java.
OK, if you don't need public web hosting, I would forget about the Mac's web sharing facility. I'm on a Mac too, and I've never used it (and as you say, it's harder now anyway). You can set up a website on your computer, test it out etc. just fine without any fancy software—as long as you are not trying to show it to the world. When you are happy with it, just upload it to your GoDaddy account to show it to the world.
If the site involves server-side technologies like PHP, then you'll need a "local server environment", and the easiest solution for that is MAMP on the Mac.
If, on the other hand, you do want these sites you are testing out to be publicly viewable while you test/experiment with them, my advice would be to upload them to your GoDaddy account. As I said before, it takes a fair bit of skill and knowhow to serve websites to the world from your own computer, and personally, I keep well away from that side of things, as I find it too confusing, and it's also a big security risk unless you have a lot of system administration skills.
Using TextWrangler (it's free) to edit, and being able to host on your own computer, sounds a lot cheaper than having to buy Dreamweaver.
You are mixing a bunch of concepts there in the wrong way. TextWranger does the same thing as Dreamweaver: they are both tools for writing code. Whichever you use, the files are on your computer until you upload them; and no matter which you use, you can view your web pages in your browser just like any other website ... without having to upload anything.
A website is just a bunch of files in folders. You can build one on your computer and view it in your browser like any other website without needing anything else—web sharing or any of that stuff. It's only if you want others to be able to view it that you have to upload it anywhere. But if you just want a simple way to show it to others temporarily, you could upload it to a free DropBox account, for example.
If it helps, this is the short vid tutorial section that shows the problem...
You need to have paid for the course to view videos like that. I haven't paid for that course, so it won't help to post links to it here.