Kay,
I am not exactly sure as to what your intentions are, but I believe you are asking if there is a way to include files / webpages into other pages without using frames to do so.
If this is the case, your answer is Yes, FrontPage has a page include component that allows you to include files on various pages.
For example you may want to have a file (web page) that offers your navigation and one file (webpage) that acts as your header. Rather than hardcoding them into each page, you could just include them, that way if your site grows large, you only have to update one file, if you wish to change your banner or add navigation.
It is similar to shared borders, but far more stable and reliable.
Is what you would do is create your page(s) that you wish to include (Navigation, banner, footer, etc..), then open a page you wish to include them on.
Place your cursor where you want to include the file (I personally include all files within Tables/Cells).
Go to Insert > Web Component
Under Component Types select: Included Content
Under Choose a type of content select: Page
Click Finish and now browse to the page you wish to include.
Once you have all included content, you could create a template and use it throughout the site so, you don't have to keep inserting the componets.
Hope it helps,
JDR