You add the swf to your first webpage which must be called index.htm or index.html. Most editors like front page will let you add the swf and create the code for you. You cant just put the swf file on the web as people wont find it unless they know the name of it.
Other pages depend on the template normally its done within flash like the above example some templates only give you the swf and not the fla file which you need to edit it with. If you get the first page going and post the link I may know the template