The main page will show all published posts in all categories. There is no way to exclude certain posts.
Pages that you create are static and sit outside the blog structure which means they cannot have "posts."
Post organization with wordpress is done through the use of categories. You can assign different categories to different post types and then put links to those categories into the top navigation using a custom menu, or you can use the categories widget in the sidebar. With the custom menu, you can have dropdowns and up to 4 levels (if I remember correctly).
You can set a static front page for you site and that way no posts at all will show up on the main page and then you can use category links in the top navigation so people can get to the different categories of posts.