Wherever you like! It’s just an HTML document.
You’ll then need to tell your browser to use it as the startpage. For example, if the file is stored under:
/home/user/homepage.html
then set your startpage, homepage, or new tab page to:
file:///home/user/homepage.html
If your browser is installed as a Flatpak, you may need to change some settings in Flatseal to get it to work.
I’ll wait and see how this turns out, but I’ll keep openbsd.org open in my browser. Just in case.