Now you are getting into more difficult territory!
If you want to set a page on your local pc, not published to the internet, its easy: in your browser: -FILE-OPEN- and browse to the file, and open it. Then (in IE) -TOOLS-INTERNET OPTIONS- and you'll get a window, at the top will be a selection for Home Page, select USE CURRENT.
If you want to publish a page on the net you have to make some choices: you need to publish the page on a server: you can use your pc as a server if you have a full-time connection, or you can get space on your ISP (most give some with your account) or a free host site.
I use my own pc as my server, but that can have its own issues: security, etc.