ACEHtml free is very good. Typically your first page will have to be named index.html , index.htm or index.php
http://software.visicommedia.com/en/products/acehtmlfreeware/ (does require free registration) Or theres plenty of other freeware HTML programs out there if you lack the cash for Dreamweaver, Frontpage and need help with some of the coding which Notepad doesnt offer.
A good place to look for other freeware html programs would be...
www.freewarefiles.com Another would be
www.download.com and just read through the descriptions and usually they mention if they're only "trialware"
Other pages can be labled whatever you wish. But dont put spaces in the filenames. Instead use -'s or _'s ie. Page-1.html or Page_1.html and you just link to those and any other files with your index.html page.
If your other pages are in the same folder or folders on the same site, you can take some shortcuts code wise.
ie. <a href="page-1.html">Page 1</a> or <a href="folder/page_1.html">Page 1</a>
Some good html tutorials can be found below:
http://www.w3schools.com/html/html_intro.asphttp://www.htmlcodetutorial.com/http://www.htmlgoodies.com/ If you need more help with coding googling what your trying to do can help.