Fromt Front Page help:
Import a file or folder to a web site
If you know that you will be using a certain group of
files, you can import them all at once into a folder you
specify in your web site.
Select the folder into which you want to import a file or
folder.
For example, if you are going to be importing graphics,
select your Images folder.
On the File menu, click Import.
Click Add File or Add folder.
Browse to the file or folder you would like to import,
click Open, and then click OK.
You can add a graphics from a variety of sources. Do one
or more of the following:
Add a graphic from a file
In Page view, position the insertion point where you want
to insert a graphic.
On the Insert menu, point to Picture, and then click From
File.
Browse to the graphic you want from your local file
system or web site, select the file, and click Insert.