This set of Expression Web 4 tutorials teaches you how to get started by setting up your web site, including web pages and style sheets, plus some other tidbits.
I use this very checklist for setting up my own web sites. But it certainly is not the only way you can do things. My point is this: there is always more than one way to accomplish anything, especially in web design. I am just sharing my method for getting set up. It seems to have helped many people, so I've stuck with these steps in my tutorials.
So as you begin your adventures in web design, do not second guess yourself by wondering "if you are breaking the rules". There really isn't a lot of rules you have to follow. So don't stifle yourself. Yet, do study as much as you can so as to improve your confidence. That is the real issue. And a fast way to boost your confidence is with my Expression Web 4 Training DVDs for Beginners.
Note: Steps 6 & 7 have been added to the list only to show you the basic order of doing things. There's a big leap from Step 6 to Step 7. Learning how to Design a web page is not something you learn how to do overnight. Therefore, do not get hung up on these Steps beyond Step 5.