This function appears on top-level pages only (a page in the left margin.) You may add pages to other pages using the "Add Subpage" function.
"Add a Page" allows you to create a new page which will be added to the left margin.
You may create several pages at once, as long as the names follow a numerical pattern. E.g. if you specify a name of "Page 2" and ask for 3 pages, you will get "Page 2," "Page 3," and Page 4.