Save the file to your desktop and then perform a virus scan on it.

After the download completes select the entire folder contents then click the 'Extract' button on the 'Select a Destination' dialog box
 

Create a new folder for the FrontPage Express program to reside, then open the folder and double click the file called: fpxpress.exe

The running Front Page Express application will look like this

Begin to type the webpage as you like, just as you would with any word processing- type program.
Then you will have to save the file.

Click the 'As File' button on the save as dialog box and choose the file name for your webpage. You may choose a different folder from the folder drop down box.

The webpage will look just the same way as you typed it up in FrontPage Express.