How can I make sure that any changes made to the Web site’s template are implemented to all pages?
The best way would be to use the Include Page Component and insert section of your header, copyright, links, etc. on all the pages. The Page Component uses a single HTML file and inserts it on all the pages you tell FrontPage to insert the page in. When you update the HTML page used for the Page Component, the changes will be reflected on all the pages of your site that contains the pages.
I cover how to use the Page Component in page 393-394 of my book FrontPage 2002: A Beginner’s Guide. The Note found on page 394 basically summarizes the answer to your question as well.