I'm not sure I understand, a whole site, or parts of the Wordpress install?
Generally wp needs wp_head() in the header, which initializes wordpress methods, which will then let you access wordpress pages. If it's not a direct wp page, you may have to add the line below - basically, you need a way to connect to wordpress methods. You'll also need to execute wp_footer() in the footer.
If you just want parts of wordpress, do something like
include ($_SERVER['DOCUMENT_ROOT'] . "/blog/wp-load.php");
then after that, you can access wordpress methods. A typical example would be to include wordpress posts on an otherwise non-wordpress page.