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When I first installed XOOPS I had exactly the same feeling! Basically if you have come from using a static HTML website it is all a bit confusing at first.
If you activate additional modules via the modules administration page you will get an additional page for each module. One module that most sites would use is the news module.
Once you have activated the news modules you can then write articles which, although they are not "pages" as far as the XOOPS administration is concerned, can have links to them from navigation blocks (e.g. recent articles block). In this way you can build up the information in your site and get rid of that empty look that you get when you first start.
There are XOOPS modules (e.g. cjcontent)that you can download that will "wrap" static HTML and enable it to be presented as a page in Xoops, take a look through the module repository for these.
Hope this helps!