The first step is to create a new site (group). Then, you need to create and initially publish the pages. There is no need to finish content on them during this stage as publishing them will not actually make them live until the site is being linked to from another site or location. Finally, you need to add a menu to the group tying the pages together. After that's all completed, you can modify the pages and republish as appropriate.
Note: Creating the menu properly will fail if the pages you are adding to the menu are not published.