Then when you start the server on port 8000 and you go to localhost:8000/index.html, you see the page you mention. If you want to change that, you can set the #:server-root-path to another folder for serve/servlet:
This folder should be in the same directory as the file that runs the server. As it says in the examples and documentation (1 Running Web Servlets), the web server will serve files from the 'htdocs' directory within 'new-folder', so you need to create an htdocs folder, and within that a new index.html. When you launch the web server, this new file is served -- but you may have to refresh the cache (hit F5 repeatedly, open private browser window and load page). Otherwise you may see the page simply because the browser cached it.
If you want the htdocs at the same level as your web server, use "./" for new-folder: