If you are using Front Page you should follow the publish instructions found here.

If you are using WS-FTP or another FTP function, like one included with some website development software you will need to place website files inside of the httpdocs directory.  Details on using WS-FTP can be found here.  If you are using another FTP function it may ask for the initial upload directory, initial remote directory, remote directory, or something similar.  This is where you designate httpdocs.