bronwen,
You have quite a broad question but it basically comes down to this. You can create as many weblogs, entries, template groups and templates as you like. This has no strict bearing on how you put you pages together.
If you want certain pages to come under your subheadings then you as the designer of the template add them in there.
If the subheadings are categories then you would use a category tag. Like wise if they are entries then you would use a weblog entries tag. Up to you and how you are structuring your site.
Most people who feel menu items are going to expand over time to include more items, use the repeating category and weblog tags but if they are predetermined you can just hardcode them in.
if you are looking for static pages as they are usually referred to have a look at the Pages Module
EE Docs : Pages Module
a module that allows you to easily create and maintain page content that is more akin to static content than dynamic information. Additionally, these special “page” entries can be displayed with virtually any URL desired.