I would like too know how to create pages on my recent post region (content top or middle region)

I would like to create pages on my recent content region on the site so that the most recent posts appear on page 1, then others on page 2, 3 and next....I have tried to find that option but in vain. I see that feature on Danland demo site. I need your help. Attached is a print review of what i mean