The WordPress CMS is set up in a way such that you have category pages (also known as a "parent") and individual pages (typically referred to as "child" pages). You can select pages to be sub-pages (or 'children') of other categories/pages. Think of a page as a folder that can contain any number of child pages. If you select a page to be the child of another page, it will display as a dropdown in the site menu underneath its parent.
If you would like to move pages in and out of the categories, simply check off the appropriate boxes in the back-end when you log in.