That's true, you're confused. Starting at the beginning.
This is the DirectAdmin forum. DirectAdmin is a control panel for webhosting companies, and generally (but with some exceptions) it's found useful by webhosting companies using the DirectAdmin Control Panel.
As an end user who wants to learn how to create a website, you're definitely in the wrong place.
First, note that scsi wrote site-helper.com and you wrote sitehelper.com. They are NOT the same site, and we don't even know if you looked in the place scsi recommended.
Second, the site-helper.com site explains how to use DirectAdmin to host a website; it doesn't say a thing about how to design a website or how to use a program to create a website.
Now let's go into some detail: you're seeing a directory. Click on one of those files to see if any of them have content.
First rename the file (using the DirectAdmin file manager, or FTP) which you want to use as your main file. Rename it to index.html.
How do you program these files? How do you link them together? That's not so simple, and definitely beyond the scope of our program. I recommend you find a good book on website design for beginners.
Also ask your hosting company if they have a site-creation package of some sort that you can use.
Jeff