In the posts section, click on Categories.Screen Shot 2016-03-22 at 1.39.40 PM

Provide a name and click on Add Category at the bottom of the page.

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Create a new post.

Scroll down the page to Categories and check the box for the appropriate category.Screen Shot 2016-03-22 at 1.49.26 PM

Click on Publish, then View Site.

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On the side menu, Categories will display all pages associated with that category.