In the beginning we will create a new web site that we will work with throughout this tutorial.
After you start Expression Web, choose File > New... > Web Site... from the main menu. Choose One Page Web Site in order to create a simple Web Site with one page.

In the Specify the location of the new Web site field type the path for our web site, for example c:\MyWebsite\, and click OK.

We should end up with a new Web Site having a default.htm Page in the root folder.