If this page works:
http://localhost:8500/CFIDE/administrator/index.cfm
Then your install was successful.
The Web Server Config utility. Unless you have specifically
install another web server, like IIS or Apcahe, you won;t need to
run that. When you installed, you probably specified to use the
Built-in web server for development.
You should also be able to go to C:\ColdFusion8\wwwroot and
create a file called index.cfm and put in the following code:
<cfdump var="#server#" />
And then go to
http://localhost:8500
and get output.