To validate web pages on web server, somewhere in the Internet:
Select "Validate HTML files on web server" (as on screenshot below).
To validate whole web site simply enter starting adress, for example http://mysite.com/index.html.
HTML Link Validator will follow links within the same domain as the starting address, trying to find, retrieve and validate all web pages and give you full report on links found in all found pages.
To validate only a part of the site, you have two options:
1. You can either supply a list of URLs which you wish to validate,
2. Or you can validate only pages, which adresses begin with one of the supplied strings.
For example, if you specify here two lines:
then pages located in http://mysite.com/ or http://mysite.com/somewhere/ will not be checked for the broken links.