Web Dumper downloads your site by default inside the 'Download' folder. Site folder's name is always the internet site name, so if you download our site you will get a folder named "www.maxprog.com" inside the download folder. Web Dumper by default recreates the remote folder hierarchy, so pictures, linked HTML files and so on will be placed on similar places. Furthermore the entry point is named 'index.html' by default so double-clicking this file will launch your browser and display the first page of the downloaded site.
The getting started document included with Web Dumper explains how to change the settings in order to download the right files. If you have a particular question not answered here feel free to ask.