No, there's no automagical button in DW to do this, but, you might be over thinking it anyway.
You could simply copy the source code of the page online (the final output page delivered by the server to the viewer) and bring that into DW as a new page. Then it's just a matter of copying images, javascript and css files and and relinking them.
EDIT: You would need to Define a Site in DW first, so you have somewhere to save the pages and dependent files if you haven't already: GS-01: Defining a new site | Learn Dreamweaver CS5 & CS5.5 | Adobe TV