As you create new pages in a Google site, they will appear automatically in the menu of the site, with each page showing as a main menu. You can change the hierarchy of your pages to create submenus in the site, but can currently only create one level of submenus.

The following screenshot shows 5 pages on the same navigation level: 

In the following screenshot, two of the pages have been moved to submenus under another page: 

To set the hierarchy of pages: