Are you running Lion Server, or Just lion client?
If it's lion client, then the documents that you copied need to go in the ~/Sites folder.
This being the case, the address to reach your web server would be server.example.com/~username (username is the name of the user folder where you dropped the website documents)
If it's lion server, then you need to create the website in the server.app ... ....app before you copy your data. Just in case Lion rewrites any of the data that's in the /Library/Webserver/Documents folder. If you've already put the files in there, just move them all to a handy spot on your desktop.
Create the site, copy the data and BAM!
Then your website address will simply be server.example.com/
Thanks gracoat but I've always used the main library/web server/ documents folder since Panther never the user sites folder. When I tried to do as you sugested I get a permission error that I don't have permission to use the server. BTW it's not Lion server I'm running the client version. Funny thing is when I try to access my files I get the "It Works" page. So ther server is running it just doesn't see the files for some reason.