If the Web Server is on a different IBM i than the Data/Application Server, then you will need to connect to the correct IBM i using the 1.2.1 Connect/Disconnect command on the Options menu.
To set your Web Server options, select the Tools menu, choose Configure System and then the Web Server System command.
You will only be able to set these options if you are signed on as QSECOFR or the partition security officer.
The options are set using these tabs:
Transaction Monitor (IBM i Web Server)
File Location (IBM i Web Server)
Miscellaneous (IBM i Web Server)
If your host is not an IBM i:
You will not have the equivalent options, as your Web Server will not be on a separate system.