You have already encountered Navigation bars when you chose themes for your site.  What is useful, however, is that you can insert extra navigation bars at will - you are not limited to the default Nav Bars supplied by FrontPage.

If you put a navigation bar into the shared borders of a page, it will appear on all the pages in your site, while if you put it in the `content´ area of your page it will appear on only that page.

To insert a navigation bar just go to Insert/Navigation bar!

Then choose the type of bar you want.

Alternatively...

You could make your own navigation bar using any little images you like (120 x 60 is a good rule of thumb) as `buttons´. When you make your own navigation bar in this way, though, you have to create the links from the images to the relevant pages - FrontPage doesn´t do it automatically. Right-clicking on the images and choosing Image properties will give you a dialogue box into which you can insert where you want hyperlinks to go to. 

You can choose any of the pages or elements in your web site as link destinations (or even, of course, create links to external sites, but then you don´t have a Navigation Bar anymore!).