You can test your WebDVD by opening the Index.html file in your internet browser. When you open it, it should work just like a DVD, assuming you've added menus and scene links to it.
The WebDVD files can be uploaded to your Photoshop.com account. Otherwise, you can use them to create a web site (although you may not be able to add them to an existing web site.) the index.html file will serve as your home page.