/var/www/webalizer is the default directory for the install of webalizer and thus the index page should be available in there. In the /etc/webalizer.conf you need to point it to the correct directory for polling.
Have you added a cron job in /etc/cron.daily ?
Are your logs of /var/log/apache/access.log type? If they aren't webalizer will error.
Incidently you can manually run webalizer from the command line /usr/bin/webalizer (or locate it to find it). Then just run it and see what the output is. This will give you a clue as to where you went wrong.