Just follow the publishing wizard and FrontPage obligingly sets the relevant permissions for the files and folders it puts on the web server, including locking down the database folder and so on.
If you have Windows 2000 or XP Pro you can use the IIS (Internet Information Server) testing server on your hard drive without having to load the site to a live web server.
After installing it, all you do is add the web root folder to IIS as a new virtual directory and you can test your ASP pages in full, including the database interaction, just as if they were online. The only sticky wicket for newcomers can be with setting up the SMTP side of things for email handling, but unless email is a key part of your web application you can wait until it goes live for this.
If you follow the instructions in the help files you won't go far wrong. FrontPage help is some of the best in the business and covers all the step-by-step stages you need to publish the site. It really more or less does it all for you and things only seem to go wrong when someone decides to try some manual tweaking here and there.
The best advice I can give you is to try it, following the help files. Running a search online for web publishing from FrontPage will give you more results than you could shake a stick at but they will mostly be variations on the helpfiles.