Change How Your Pages Appear

In WordPress you can create page hierarchies. To begin the process, go to Pages > Add New panel, in the upper right corner of the Attributes panel and click the “Parent” drop-down menu. The drop-down menu contains a list of all the Pages already created for your site. To turn your current Page into a SubPage, or “Child” of the “Parent” Page, select the appropriate Page from the drop-down menu. If you specify a Parent other than “Main Page (no parent)” from the list, the Page you are now editing will be made a Child of that selected Page. When your Pages are listed, the Child Page will be nested under the Parent Page.

Source: WordPress Codex