One of the trickiest parts in language learning is translation of prepositions. In German, when there’s something written on a website, you would translate it as auf einer Website, for example
I haven’t found it on the website.
If you call the website by its name, you can use also “bei”, for example
Is there anything new at/on rtl.de?
You should also distinguish between the words “Website” and “Webseite”. The former is borrowed from English (and pronounced as in English) and means the same as the English word. The latter, on the other hand, means “webpage” (“Seite” in German means “page”), although due to the similarity of the two words, some German speakers use “Webseite” also in the meaning of “Website”, but never the other way round.