- Go to Appearance>Menus and click on the menu you are adding the page to
- Scroll down the page to "Pages" in the boxes to the right of the WordPress Main Nav Menu
- Check the box of the new page and click "Add to Menu"
- Click, drag and drop the new menu item where you would like for it to fall in the order of the menu
- Click "Save Menu" (blue button on the right of the screen)
If you need more information on adding pages, feel free to visit this link: http://codex.wordpress.org/WordPress_Menu_User_Guide