All pages can be found under Manage > Site Pages. Here you can View or Edit the Pages. They do not get automatically added to the Menu Navigation.
To add the pages to the site after you have created them go to Customize Site > Navigation: You will want to choose the option Custom URL and then add your page URL.
Full documentation for the Navigation Menu can be found here: https://fbsdata.zendesk.com/hc/en-us/articles/360036176974-Navigation