You can create pages from Admin > Modules > Manage Pages
The pages you create are not automatically linked to the website but you will get an URL for every page.
Example:
https://yourwebsite.com/pages/your-page-slug
This URL can then be placed at different sections of the page with any button or links of your choice.
Suppose you need to create a Privacy Policy and About Us page and link it to the footer of the homepage, then you need to go to Admin > Extras > Translations and click on Edit of a Language find a section where a Rich Text Editor is present. (Only the sections where RichText Editors are present, you can add custom links or custom code)
Rich Text Editor looks like this for the Footer section of Homepage:
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And on the customer Application, all the pages are automatically listed in the Accounts > Help & Faq section.