Creating directories / File Structure

Hello WordPress community,

I’m new to WordPress. I would like to know how I should go about creating directories in the WordPress file hierarchy, for instance I would like to do the following…

My website has menu items(located in header.php) such as Home, Blog, Resources, About, Contact and so on…

So instead of telling my users to go to http://www.mywebsite.com/index.php?op=resources

I would like them to go to
http://www.mywebsite.com/resources

Hopefully, that helps!
Thank you WP community!
-Byron