I must be really slow but I am unable to get past the start menu. I dont even know where or what the URL looks like. Please help.

A URL looks like this

www.domain.net/folder/file.extension


So for the Riddles of Riddles site, you would have

www.lautman.net

The folders would either be:

/riddlesofriddles/
/riddlesofriddles2/
/riddlesofriddlesaz/ (that's what you would see for this set)
/riddlesofriddlesjr/


Then the file, or answers, would be where the 'file' is shown above.

The extension will always remain at ".htm" unless there are clues to change it.

The URL is a link. The address bar at the top shows where you are in the internet. It narrows down all the way from a whole site to a single page. That's how I see a URL as.

Simple :)