Convert (Export) the Powerpoint file to HTML, save the page(s), then in
Frontpage import those pages into the web. Then link to the first page.
The other links should already be done between slides. You don't have to
manually link them as they may already be done during the 'Export to HTML'
process.
I don't know if this method will save any of the transitions, or whatever,
or whether you'll just get the straight pages. If you want the fancy
transitions and animation, then the other option is below.
You could simply link to the PPT file but this depends on people haveing PPT
or the viewer to see the presentation.