Pages are used to display your photos. Collections are used if you want to group a number of Pages.
Add Pages & Collections to the website
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We are now going to create Pages on which you will display your photos. You do so by clicking on the large blue "+" button.
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Page or Collection?
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Doing so will present you with five options. Here we are concerned with the Collection option as well as the Page option.
The Collection option is used when you want to group a number of photo pages under one Collection (e.g., "Landscapes"). The Page option is used to create a page on which your photos will be displayed (e.g., Grand Teton & Yellowstone).
"Landscapes" would be a Collection. "Grand Teton" & "Yellowstone" would be Pages in the Landscape Collection.
Thus, the top-level folders you created on your computer desktop that do NOT contain sub-folders, you want to create Pages. Folders that contain sub-folders, you want the top-level folder to be represented as a Collection with sub-folders as Pages.
Click on the large blue "+" button, select to create Collections or Pages as appropriate as you go through your desktop folders.
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Page title and destination Collection
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For Pages (e.g., "Grand Teton"), the Destination is the Collection "Landscapes".
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Note
Every once in a while, click on the green Update Live Site button to save your work to the Adobe servers.
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References