If you want to break up your site into subwebs then understand that Frontpage has many limitations on how many files you can have in a subweb (200 - 300) until it corrupts my extensions.

First create your root web and limit it to 200 - 300 files. Even though you may not be able to "see" this many files in your root web, remember, your html files, images, themes, borders, image buttons, etc all count as files in your web.

Create a new webpage and give it the name of your choice. (this will be the first page of your new web). You will need to include the entire link to this page when linking it from a page within your root web and use the complete address (i.e. put http://mydomain.com/subweb-name/whatever.html). Use Frontpage to create a subfolder on your website. Your new subweb is created.