Well you need to put the javascript file (the one you get when you publish something with flash) into the folder where your site is going.
Than the rest of those files goes there too, and the "html" pages are probably the pages that display your slideshow.
I never used that programm, so It could very well be that I am wrong. But what I described above is the standart part for making swf's playable with html...
Hope it helps
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