Does this help?
There is only one dynamic page in a blog for posts and we cannot post to more than that one page. But we can create the appearance that we have posted to more than one 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 in tabs along the horizontal navigation where normally only Pages tabs are displayed. If you wish you can also include Pages and custom links in your custom menu as well.
These are the how-to instructions:
How to create Pages > http://en.support.wordpress.com/pages/
1. You create a custom menu. http://en.support.wordpress.com/menus/
2. You add the Categories you want to display and arrange them in the order you want.
3. Then you add and drop and drag the sub-categories below the appropriate Categories, and when you have everything arranged in the menu that you want you save the menu.
4. Go to the “theme location” module at upper left on the menu page. Select your custom menu name from the pull-down labeled “primary location.” Click the save button in that module.
5. Refresh your browser so that it isn’t possibly pulling a cached page, and view see your new menu with Parent pages and dropdowns to sub-pages.