It prompts you to save new pages, then the frames page itself. The heavy border around the whole page tells you it has all been saved. You can edit a frames page, by moving the mouse pointer over the border and clicking and dragging the border to increase or reduce the size of the frame. The associated file is not deleted. Default target frame can be set in page properties.
FrontPage frame templates Setup No Frames Support Open the frames page in Page view.
At the bottom of the screen, you'll see a tab marked No Frames. Click it to view the No Frames page.