Adobe Air is a "run-time" environment. If programs were football games, run-time environments would be the NFL regulators, the referees, the football field, the stadium. The program would be the football game itself, including the players, the coaches, the timers, the ball, running back and forth, tackling, kicking field goals, all of the acts that occur in the game.
Now, since web applications already have a run-time environment, inside of a web browser, what use is Adobe Air? Air allows you to run these web apps outside of a browser, as if they were real programs. These types of applications include Flex, Flash, and AJAX applications. The Ajax type is the direction you want to go, but I don't think you can just use a straight up HTML page, since AIR apps are built from XML. (I could be wrong, though).
You can start with this: http://www.adobe.com/products/air/tools/ajax/
That's a link to the AJAX and AIR development kit or DreamWeaver extension. There's documentation there on how to create AIR apps.