Open the New tab in the toolbar and drag the Page over the menu, and release it relative to an existing page.
Think about the filesystem tree, you are positioning your new page relative to other pages in the tree. Thus, placing your new page before or after the root page doesn’t work, there is nothing, just the “Internet”.
To create a subpage, drop the new page inside another one.
If you screw things up, just undo, or head over to your filesystem to figure out what you did.
Open the Edit tab in the toolbar and the menu becomes editable. Click the Floppy icon in the toolbar to save it.