You have not linked your blog to your username and have not posted the URL for the blog in question, therefore we cannot answer your question as there are a wide variey of themes, some of which do not display either pages or sub-pages in the horizontal menu and require a Pages widget. Others that only display Pages but not subpages. And even others that display sub-pages in dropdown menus from Parent pages.
Please post the complete clickable URL for the blog in question starting with http:// so we can give you specific advice that applies to the blog in question.
How to link your wordpress.COM username to your wordpress.COM blog
Dashboard -> Users -> Personal Settings -> then scroll down to 'Account Details'. In the spot where it says 'website' fill in the address of your blog and save the changes.