Be sure to save often as you do your work! Before you test your site, you must make sure that all your files are saved. Then, to test your site, you can choose the menu command.
Here's a good stress test
for your site. Go to the Finder and rename your website folder—just add something extra to it temporarily so that the name is different. Now open the folder and double-click on your index.html. Follow all your links. If you have trouble, it means that you did not properly set up your links to be relative, or that you have files that belong to your website that are not in your website folder. You can restore the old folder name when you're done.