FrontPage gives you the ability to check your links in Webs that you have created. The reports also tell you how many external and internal links you have within your Web.
Before you can check the links in your Web you need to save any documents that are unsaved. You can tell if they've been modified because they'll have an astericks next to the file name.
To save, click on the File menu and choose Save. Or click on the Save icon in the tool bar.