Are there any rules that you HAVE to follow when naming files and folders for Web pages?

What will be an ideal response?

Yes. Many Web servers do not handle spaces well in folder and file names, and they might replace each space with the %20 combination, which makes it very difficult for the user to read the actual URL address. Therefore, it is a good habit to avoid using spaces by substituting them with underscores or hyphens, or by using the CamelCase notation.