If you're gonna be making courses, you'll probably need to make more pages than the handful we provide by default. Once again, worry not - creating new pages is easy!
All you have to do is right click on the 'Course' label and select Create from the menu that appears.
A new page, or 'node', will be added to the bottom of the list. The page label should be highlighted, allowing you to enter a name for the page. Simply type in a name and hit Enter/Return to finalise it.
Alternatively, if you want to create hierarchial child pages (or sub-pages, or pages within pages, or whatever you want to call them) you can right-click on an existing page label and select Create. The new page appears underneath its parent.