Ironically, whilst trying to resolve my problem via Googling, I stumbled across my very own thread that I wrote two years ago when I last had this problem. It was never answered then and it doesn't look like it has been answered or fixed since so I am posting again.
As that thread has since been closed, and as I seem to have the exact same problem again, two years later, in a new and totally different blog, using WP 3.2.1 and a different theme (Fresh & Clean, , I need to ask the question again, which is why do Pages that I create not show in the Pages widget?
My problem is still that despite creating several Pages in Dashboard, and publishing them, and dragging the Pages widget to the right hand side bar, and despite all the other widgets showing up there fine, none of the pages show.
I have not enabled Permalinks. Is anyone else able to reproduce this using the same WP version and same theme?