1) In Frontpage, go to File > Open > Site then type in the URL of the site,
logon with the user/password details. Then publish back to your hard drive.
Then close the site/connection.
Then file open site again, browse to the folder on your hard drive and open
the web locally. Add pages, edit pages etc. then publish changes by
selecting File > Publish.
Look up help for further info.
(the above might be a tedious method, but it is the way it needs to be done
if you want to edit the site locally).
You wont be able to edit anything unless your friend has given you his
password/user details to access the files on the server; also to use
Frontpage to open the live site the server requires the server extensions to
be enabled.
An easier way is described below:
2) Click the "edit with..." button, choose Frontpage. You will (or should
be) prompted by IE or Frontpage to enter the username/password for your
friends web host to access the server to edit the site.
To reiterate, if that doesn't work then you need to follow the first (1)
procedure above. Or from Frontpage, File > Open > Site and the put the URL
into the dialogue which will connect to the site. From there you can edit
files by opening them "live".