Frames are similar to tables but more advanced in that they allow for dynamic content within the cells. This means that the areas that contain your content will have the ability to have scroll bars on them so that the person viewing the frame can scroll the content. Frames are not covered in detail in this introduction at this time.
To create a framed page in FrontPage, click on File menu, then New, then Page. A window will come up, from which you should click on the tab called "Frames Pages". From here you can pick the style of framed page you would like to create.
A sample of frames on the web can be found at http://windyweb.com/Templates/Fern_Woods/index.htm
Frames are not used very much on the web these days, because they are complex and can cause a variety of problems and incompatibility issues with browsers.