I had the same question when trying to go through some introductory applet exercises that required me to write an HTML file to display the applet I created using Eclipse. I resolved the issue by using Notepad++ to edit the HTML document, then I stored my HTML file in the bin directory of my Eclipse project. There is probably a more correct solution, but I was able to get the result that I was looking for: displaying my java applet (created in Eclipse) using a web browser.
