I am designing a website in Dreamweaver with a sidebar that will be present on every page. I would like to know how to I set up my sidebar so that when I make changes to it I don't have to edit the code on every page
You will have to create an include file for your side bar that will contain only your sidebar code. Once you have put your code in a separate page/file for your sidebar you can include it with server-side includes.
Here is an example of how it could be included with php:
include ('includes/sidebar.php');
Now, if you make any change to your sidebar include file, it will be reflected to all the pages of your side where you have included this file.
Note: I assume you are using some server-side language otherwise for static site, you might consider jquery load
method for example but again this is not that good in case JavaScript is disabled.
A server-side solution (as per sAc) is what would work best for you. But you could also do this by loading the sidebar from the server with JavaScript/jQuery and AJAX. It's not a great solution, but it could work if you're not using a server-side language.