SBS 2011: can't "Edit in Sharepoint Designer"

I'm quite a newbie with Sharepoint, so please bear with me if I can't even ask the question appropriately...

We installed SBS 2011 (Sharepoint 2010) a couple of years ago and it's running fine. We never used Sharepoint features.

Now we wanted to explore Workflow features so I went to http://sites and logged in as a Sharepoint administrator.

My problem is that when I click Site Actions -> Edit in Sharepoint Designer, I get a pop-up with this error (on Firefox):

The resource you are looking for might have been removed, had its name changed, or is temporarily unavailable

I tried on a different computer (the actual server, on IE), I got this error:

This page can’t be displayed

Make sure the web address is correct.

Look for the page with your search engine.

Refresh the page in a few minutes.

A distinctive circumstance of this server is that it is not connected to the Internet (that's a company requirement, I can connect occasionally for updates, but not permanently).

Can you please advise, and help me troubleshoot? Thank you.