When presented with this, what does each option do?
Does 'Sync Local' push my local settings to the cloud, or sync the settings from the cloud to the local machine? Seems like this could be made more apparent... Any time I setup a new machine and get this sort of prompt on first launch I normally hit 'Sync Cloud' thinking it'll then download my settings and apply them, but that never happens - I always have to manually setup the settings again.
Do the DW online docs help?
Dreamweaver Help | Synchronizing Dreamweaver settings with Creative Cloud