You may have noticed the upper left-hand corner of your web page said something like "Untitled Document" even though you saved the file as index.
Webpages can display Titles that are different than their file names (That's why when you go to Google, or any other website, it doesn't say index up there). Use Dreamweaver to give your webpage an interesting title, such as My First Webpage.
Save and use F12 to test again. That's all there is to creating your homepage!