You are first offered a list of the files in your own Web. It's likely you won't want to keep your pages named newpage1.htm, newpage2.htm, etc. Also, using the extension .html as opposed to .htm is good practice for real-world applications. In any case, if you want to change the name of a file in your Web, you should go into Front Page Explorer. Look in the lower pane and find the name of the file you want to change.
Mouse click on it once, pause, then click on it again.
This should highlight the file name and put a little rectangle around it. You can type in the file name you want it to be, then hit the Enter key on your keyboard. You will get the animation of the arrows 'round the globe whilst Front Page renames your file. When you're finished working When you're done working, it's best to close your Web before just shutting down the Front Page software. In Front Page Editor, make sure you've saved your most recent changes, then close the Editor.