You're talking to an old dog, Donald (we won't say how old, let's just say the 70s were good to me and leave it at that!). I just didn't appreciate the analogy since I've been working with WordPress since 2004 and yes, it's come a long way and maybe because I use it everyday, this is lost on me. Shame on me. :)
I was confused because your original post seemed to flip between installation and the dashboard and a theme so I wasn't sure what the problem was. Now I see you were covering several bases at once.
numeeja is correct that the interface has changed dramatically in the last few releases. Here's an old one for you. To me, the latest version of the WP dashboard looks like the old 2.6x version of the MovableType dashboard. But that's just me.
For sites with a lot of pages and child pages, I like to use the suckerfish flyout menu plugin but there are other ways to manipulate page and child page displays. Search the plugin repository to find the latest and greatest.
Suckerfish:
http://pixopoint.com/pixopoint-menu/
PageMash:
http://wordpress.org/extend/plugins/pagemash/
As to your question about managing pages and posts in the Dashboard, it seems somewhat less intuitive to me now. It relies heavily on AJAX so that if I'm at the office (night job) where we use an old and weirdly configured version of IE6, I can't even update some parts of it. That's just not right.
But if you click on each section (Posts, Pages, Appearance, Plugins), it will slide open and let you click on individual links within where you can manage all of that.
The one thing that's really great about the newer versions of WP is that you can now actually install a new plugin right from a zip distro on your hard drive. Forum software has been doing that for years now, about time WP came around. Especially since most everyone who uses WP lives and dies by the almightly plugin! :)