Trouble with page links

I’m using a theme which has created links on the page which have no associated page (Home | About |Archives | Links | Contact), other than “Home” which obviously has a page. I would like to create pages that correspond to those links which in this case are https://www.mywordpresssite.com/About/ etc. But, I’m not sure how to do it since Word Press doesn’t seem to allow me to name the pages in that way.

Best wishes,
Kimmy