That is because you are doing it the wrong way around. Your site files will not appear if you only open the iWeb application. You need to have your site files as well and click on the site files themselves and then they will be opened with iWeb.
As well as transferring iWeb, you need your iWeb data files and they have always been stored under your User Library/Application Support/iWeb/domain.sites.
Note that it is NOT your System Library, iWeb is not there, but your User Library and in El Capitan, these are invisible. To make your User Library visible, you need to click on the Go menu and then click the 'alt' key and your User Library will show up.
You can then find your domain.sites files and click and iWeb should automatically open these.
If you don't have your domain.sites files, then there is nothing that you can do, because iWeb has no import facility so cannot open HTML files, so you are stuffed really and you'll have to start over and re-build your site(s). If you need to do this, then you would be better looking for another application rather than iWeb, as iWeb has been unsupported for at least the last 3 to 4 years and has not been updated for the last 6 years.
Find those all important domain.sites files - copy them over from your other computer, but you do need to find them if you want to go any further.
