There is two ways:
1. You create a new page at the chapter menu - For this, you'll be in the editor in the "Chapters & Pages" section. Under "Pages in [Chapter Name]" there is a button that says "Create New Page". You can click it and name your page. Next, open the page you are working on and at the bottom click "add link". A small popup will come up and you can select the page you created at the chapter menu to link it together. From there you can edit the name of the link and such.
2. You create a new page from the page you are working on - For this, you click "add link to new page" and a small popup will appear. You will type in the name of the page and select "add page". Now when you go back to the chapter menu, the page will be there.
Hope this helps!