Thanks for all the help.
As I said, I installed Wordpress on site.com/blog and I wanted site.com's homepage (index.php) to show, say, 3 Wordpress posts on the "News" section of the page.
So, for site.com I had to add:
<div id="news"><p>Here you can see our latest News</p><?php define('WP_USE_THEMES', false);require('blog/wp-blog-header.php'); //Note the folder hierarchy to find wp-blog-header.php?><?php$my_query = new WP_Query('showposts=3'); //"3" being the number of posts to be shownwhile ($my_query->have_posts()): $my_query->the_post();?><h3><?php the_title() ?></h3> //This makes the post title show inside a h3 tag<p><?php the_excerpt() ?></p> //This makes the post excerpt show inside a p tag<?php endwhile;?></div>