If your data only has a single site, per JSON returned, you would use:
theJSONObject.data[0].SITEID & theJSONObject.data[0].SITENAME to reference the keys and return the values.
When you have an array [], the arrays create an ordinal value, starting at 0. So, if there is a single key/value pair, you can always get to it using the [0] indicator.
However, if you have multiple sites returned, per my example above, your flow will look like this.

You will loop through theJSONObject.data.
Each iteration will return an individual site/sitename pair. I set my For Each variable as currentSite rather than CurrentItem for the sake of variable clarity.
Then, in each iteration I can refer to:
currentSite.SITEID & currentSite.SITENAME.
Hope that helps.