Flash Pro creates HTML wrapper files for you when you use the File > Publish command, assuming you have the HTML Wrapper format selected in the Publish settings of your FLA file.
However, these HTML wrapper files only contain the <Object> tag code to embed your SWF file. If you want to embed your SWF file in an existing HTML page that contains other elements, you can copy and paste the appropriate HTML code into the appropriate location within your existing HTML page. You can also use Dreamweaver to add the SWF file to the page.
The TechNote Object tag syntax contains sample HTML code that you can copy and paste, along with instructions on how to edit the code to account for the actual name and location of your SWF file.