Add a Page
This is a relatively simple process. What it involves is going to the top of the interface and finding the "Page" menu. Use the drop-down box and go to "Add Page." You'll find a box that will allow you to exercise a couple of options. You'll come up with a "Page Name" as well as the type of page it is; i.e., is it a "Normal" page or will it be part of a "Blog"?
Then there is a check box that will ask you whether you want to add the page to your main menu, in which case you will check the box, or leave it off the main menu, in which case you will leave it blank. Then you just go ahead and create a page like you created any others.
It is important to understand that if you leave the page off the main menu, you'll be able to place it anywhere you want by using the "Manage Pages" option that is also available through the "Page" drop-down box.