If you haven't got a Frontpage CD, and have never installed Frontpage - then you're looking at the Frontpage Folder in Windows; it has nothing to do with the actual Office Program Frontpage unless you have Frontpage installed. It just holds settings and the like.
I don't know; it depends on the package you brought. Its a seperate CD to Office Professional. Basic question is did you install Frontpage seperately to Office; cause if you didn't then it won't be on there.