Pages are static and are for content that rarely changes. They sit outside of the blog structure and you cannot post to multiple pages in any blog. There is only one main page for posts in a blog and all posts will display on the main blog page. There is no way to exclude posts from the main posts (blog) page.
We organize our posts by assigning Categories to them. When we publish a post it automatically appears on the running page for posts and also on the Categories pages and Archives pages. Note: There must be one published post in each Category in order for there to be anything to display.
A custom menu allows you to display Categories with drop-downs to sub-categories in tabs along the horizontal navigation where normally only Pages tabs are displayed. If you wish you can also include Pages with drop-downs to sub-pages and/or custom links in your custom menu as well. You are in charge of what appears in a custom menu. You choose the order in which to display any and/or all the foregoing in your custom menu. You choose which to display and which to hide.
I believe these links will be helpful.
Here’s a link to a custom menu walkthrough > http://onecoolsitebloggingtips.com/2011/08/11/wordpress-com-custom-menu-walk-through/
There are many common errors, misunderstanding and misconceptions when creating custom menus and you can read about them here > http://wpbtips.wordpress.com/2011/12/19/custom-menus/