To add a header and footer to your web pages you can use the Shared Borders feature which is not covered in this lesson. But you can add a footnote, go to: Insert/Footnote

Choose whether you want a footnote or endnote. Use numbering if you want. Or to create a custom mark like a copyright note at the end of your web pages. Click on symbols where you will find a copyright mark amongst others.
To add a feature that shows your readers when the web was updated last. Click on Insert Date & Time.

You can either choose to update the web yourself the first radio button, or have FrontPage update it automatically for you, the second radio button.