If IE doesn't show it as you made it, that would be the case for 70% of the whole world, because 70% of the people is using IE. That's not dependent on where that site is located, somewhere at the internet or on the hard disk of the PC.
I don't know where iWeb saves it. Assuming you can built the program to build different sites, you should have specified a folder for it when you started if. If not, use finder to search a file called index.htm or index.html. That's the start page of the site, by default.