You can do that, but did you mean a TZ-210? Setup an interface on the sonicwall and configure it with a separate IP network from that of your LAN. Utilize the Public Server Wizard to setup the proper port forwarding. You can configure your sonicwall to allow access to the public server directly without having to go out to the Internet > back through the WAN interface > to the DMZ. If you feel that's more secure, then you can configure it that way too.
I have included a pdf that might help. Please let me know if you need additional steps or have questions about the setup.