Chris is correct - although I should provide a little more information.
Officially the FrontPage Server Extensions are "not supported" in a web farm configuration, but if you're willing to sacrifice some FrontPage functionality you can work around this limitation.
First of all - you cannot simply publish to a web farm. FPSE was not designed to work this way, and even if you manage to hack a way into getting it to work there are no guarantees that it will continue to work. (Please take my word for it – you will save yourself a great deal of anguish in the long run.)
If you try to use FPSE in a web farm where each of the nodes hosts their own copy of your content, you will run into a myriad of problems when saving results from web forms that are based on FrontPage's browse-time "bots", or when using FrontPage's save to Access database features if the database is hosted within the content of the site. There are other browse-time bots that come with FrontPage that will have problems, such as the hit counter, because they need to write data to the content area.
That being said, if you host a site within a web farm that uses shared content, FPSE will not work because of a myriad of configuration issues. (FPSE stores configuration settings in many different places, all of which cannot easily be replicated and are even more difficult to maintain.)
Using Chris' example, you could install FPSE to a single server and call that your "publishing server". You would then publish your content to that one server, and the content would then be replicated to your other servers. Once again, though, storing data from web forms would need to be addressed. (e.g. Use a remote SQL server instead of Access databases and don't use the FrontPage save-to-file web bots.) I would then use something like UrlScan with IIS6 or Request Filtering in IIS7 to block access to the "_vti_???" folders.
Personally, I prefer using a "staging/authoring" server that has FPSE installed, and then use scheduled replication to push the content to the nodes in the web farm. (Either using shared content or per-server copies of the content.) None of the web farm nodes would need FPSE installed, but I would still use something like UrlScan with IIS6 or Request Filtering in IIS7 to block access to the "_vti_???" folders.
I hope this helps!