Thanks for your help Atropos. The problem does seem to be with capitalisation of the filenames. In my original message I had type home.html but the file was actually named Home.html, whereas index.html was all lower case. Changing Home to home did not work but changing index to Index did. Weirdly, on my family website index is lower case and the first page is Welcome.html.
I should point out that I did not directly create the files, iWeb did that, so the capitalisation is automated, something which other iWeb users may want to watch out for.