I followed the directions in the documentation for Bursting A Report

Example: Bursting a Report
The following report procedure creates an HTML report output file for each different REGION value in the GGSALES data source. The report output files are named test0000.html, test0001.html, test0002.html, and so forth. The HTML index page is named test.html and contains a hyperlink for each REGION data value. The directory you select depends on where WebFOCUS is installed. In this example, the index page is stored in the directory e:\ibi\WebFOCUS435\temp.

TABLE FILE GGSALES
HEADING
"Regional Report"
SUM UNITS AND DOLLARS
BY REGION BY STCD BY CATEGORY
ON TABLE SET PAGE NOPAGE
ON TABLE SUBHEAD
"Year‑end Sales:"
"Regional Summary by Store"
ON REGION PCSEND LOCATION E:\IBI\WebFOCUS435\temp AS TEST FORMAT HTMLEND

After running this request, no report output is returned, but the following message displays if the request was successful:

The bursted files were successfully created.

Separate HTML files are created for each value of the major sort field REGION and are stored in the location specified in the request.

In doing this an html index page is created called test.html located on the server. This may seem like a really stupid question, but how do I get the index page to appear on my screen so people can access the reports that it is linked to?

I'm not sure I understand the problem fully but is the file called test.html or test.htm? If it is test.htm you may be able to create a focexec with one line of code below to display it.

-HTMLFORM test