First of all,
you should start your Tomcat and then in the browser you should go to
http://localhost:8080/index.jsp. This gives you the Tomcat start screen. There you can find the Tomcat Administration. Log in en define a new web application. You must define this under 'Tomcat - Tomcat server - host (localhost).
ANyway, if this goes well, you should have a folder under the folder "web applications" with the name of your web application.
For example, I have a web application, called "brukkerlin", and this application is found in the folder C:\Program Files\Apache Group\Tomcat 4.1\webapps\brukkerlin.
This folder then contains other folders, but it certainly must have a WEB-INF folder. This WEB-INF folder contains a folder classes (where you can put the compiled .class-files) and a web.xml.
It is this web.xml file which defines the servlet Tomcat must use to get the application going.