GL is so old and out of touch with modern web standards, migration methods are seldom complete or satisfactory. Instead of migrating, simply define a Local Site Folder in DW as you would with any new site project.
Go to Site > New Site >
At the prompt tell DW where to find the folder containing your GL site files.
Nancy and Murry are right. I migrated from GoLive CS2 over to Dreamweaver. There were so many artifacts left over from GoLive that it hobbled the functioning of the site so much that eventually I opted for doing it over from scratch. So depending on your situation you may or may not want to redo your site from scratch.
In case you just want to have something that still functions and that you can update with Dreamweaver while you rebuild your site then the following information (#4)
I gave to another person who wanted to migrate their site from GoLive may be useful to you.