IMO it's easier to stick any html pages directly inside the Wordpress directory folder, or make a sub-directory of the install folder.

Example install location on a typical self hosted WP install:
I also use filezilla (free ftp) it's easy drag & drop from the desktop to the online host.

Also, don't forget to add the to the URL when linking to the page or you'll probably get a 404.

Coincidence! I have written a tutorial on adding HTML page in WordPress sites. Check here: Add Custom HTML webpage in WordPress - Smart Web Worker

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You should use Menu option in WordPress dashboard, after putting html pages into directory on the hosting.

If all you need is a plain html squeeze page, it's easier to just create a regular html document & drag the page into the WP install folder (FTP).

xtrapunch thanks a lot for the great tuts.I was searching the same thing.

thanks all reply. You are really helpful!

I agree, use Wordpress menu option. Make your custom menu and place it anywhere on your Wordpress site.

Make a html page in your keep it in index, header, file etc,
Page->edit your page-> template->give the page name in which you keep your html.