Hi Aboudie. Welcome to the forums.
There's an explanation to all those things, so I'll try to help.
When you just see the page url listed like that, it normally means that the styles are embedded on the page itself, in the <head>, inside <style> tags.
The Location is not shown in firebug
Can't address this directly without an exact example, but sometimes there are various style rules applying to an element, and CSS has rules for which one wins out if there are conflicts. Firebug will show you which rule is winning out, and the other rules will appear crossed out. That may be part of the confusion here.
When there is a file location available it shows up differently in dreamweaver
Not sure what you mean by that. Are you talking about changing the HTML?
I can't seem to precisely changed certain things like the tittle of a blog, instead it would change most of the site content
It would be easier to explain this to you if we had a link to your site.
OK, I see the URL in the screen shot. Perhaps identify what elements you are confused about.