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.
If you check "Make new pages copies of the current one (except that subpages are omitted)", then the new page is a copy of the current one. Otherwise it's a new (blank) page. When pages are copied, subpages are omitted.