You have a couple options if you don't want visitors viewing your website:
1. Create a new temporary index page. You can create a page that has messaging along the lines of "Under construction" and rename it as your Index Page (Save > Save As). Be sure to first rename your current index page as something else (like index2) temporarily, so you do not lose the work you've done for that page.
2. Unpublish your pages : This will completely unpublish your pages but will not delete them from your file manager.