Sounds like instead of creating a web and then subsequently pages within the web, you created a set of orphan pages.
The Publish Web function only works with an open web.
Always start with File >> New >> Web and then File >> New >> Page to add pages to it.
Once you create a web, you could reopen these pages, do a File >> Save As and direct the save to the newly created web. They would keep the same name as previously.
Side note: so as not to run into problems with navigation later on, also avoid using spaces in page names. If you need to separate names, us the underscore instead.
As to using FTP, be aware that if you use FTP, certain components such as FP Hit Counter and FP forms won't work if published with FTP. They require the FrontPage Server Extensions (FPSE) in order to function. Use of FTP will likely corrupt them disabling these components.
Hope I have been of some help,
Micheal Smith
FrontPage Form Tutorials & Form Script Examples