How are you browsing to the page? As http://localhost/SomePage.asp
or as c:\SomeFolder\Somepage.asp?
In the former case, the page is processed by IIS. To test if IIS is installed and running, type inetmgr on the start menu.This should bring up the IIS Manager tool.
With regard to "classic ASP 3": there is no version 4. Classic ASP stopped at version 3. Maybe you are referring to ASP.NET 4 instead? If so, Classic ASP can be considered ASP.NET -1 as it was replaced by .NET in 2000 ;-)
Personally, I wouldn't invest (a lot) of time in Classic ASP. It's hardly used for new projects anymore these days (depends on the company of course), so unless you're looking for a job as a classic ASP maintainer, you're probably better off learning .NET. In my signature you find a reference to my latest book Beginning ASP.NET 4 in C# and VB
that will teach you the basics and beyond of ASP.NET 4.
Hope this helps,