Fireworks is the norm, but to add to your confusion you can also use Flash.
Dreamweaver has a bunch of buttons built in. Create a new page, save it (adding buttons won't work unless you save the page first) then select Insert, Media, Flash Button.
To create your own you can use the drawing tools in Flash to make objects then animate them (a grossly oversimplified explanation) or in Fireworks you can create images or slice existing photographs and make button states where the button changes depending on whether the mouse is hovering over it or not.
Some tutorials for you to try: