What are pages?
Pages are actual "pages" or content that can be added via the admin, which can be shown on the website.
Where are pages located in the admin?
Go to Admin > Design > Site pages
How pages are used:
Some features, on some website themes, will dynamically pull content from pages with a specific name. Indicators for those sections can be seen when in the "mytags" mode on the website.
Any page can also be assigned tags which will output a link to the page in the header navigation and/or footer navigation. Again, use mytags mode for info.
Types of pages
Note that there are two mutually exclusive formatting options for pages.
Pages with a WYSIWYG editor - these are for pages / areas where you can easily format and add text in a visual editing style
Pages set up as code (see more notes below) - these are for special cases where you need to control things on the website which you otherwise can't control
Important notes for pages with code
The only code languages which are accepted are HTML, CSS, and Liquid (and they must be formatted and wrapped in proper tags for each language). You cannot use PHP, Javascript, or any other languages.
Do not create or edit code pages unless you are very experienced in coding. It's easy to break and entire site if you make one small mistake.
To enable the code format, while editing a page, check the box next to "Page contains Liquid Markup."
If the page is one you're creating and haven't saved yet, enable the checkbox and save the page BEFORE writing any code. You'll be taken to the page list, then have to click "edit" next to the new page, and then you'll be able to write your code.
If the page already has content before checking that box, it will convert it to plain text and break the WYSIWYG formatting
If a page is already code format and contains code, do NOT uncheck the "Page contains Liquid Markup" option
Check out these blog posts and other help articles pertaining to pages: