How do I make this page? How do I alter page links?

How do I make this webpage?

I found a page on another website. It works great. I want to do the same on my website but I don’t know how. It says use ‘page links box’ but I don’t know where to find it.

http://content.screencast.com/users/dchristensen777/folders/Default/media/95e936a3-1f35-4041-8e73-c1b71e0f26d2/sundial%20color.PNG

The above is a pic of the page on the wordpress dashboard. Below is a link to the page

http://learnsundial.com/apps/colourchooser/

I want to do the same thing. I want to create a page that will point to a url. How do I do it?