Local Publishing--Name of Folders

Hi there, I have a similar problem. I puplished my site locally in a folder (pagenames are correct). When testing it by opening the “index.html” file, my homepage pops up (Mac, Safari), but when I want to go to my linked pages (impressum etc.) the finder opens and just shows me the folder there, not the site.
It works in preview in RW8.

Now my question: does this change when I upload it directly to a FTP-Server or did built something wrong? Thank you.