To have the field appear which lets you pick a parent content item, you need to add the field to the content type. This can be done by following these steps:
1. Go to 'Content Types' (top right of your control panel) then 'View Content Types'.
2. Find 'Pages' (or the name of the content type you want to edit) and click 'Edit'.
3. Once on the next page, you'll see a second marked 'Content Fields and Order'. Within this section you'll see an accordion menu on the left with 'General Fields' and 'Module Fields'.
5. Under the 'General Fields' section will be a block called 'Nested Content'.
6. Drag that block to the right into a position where you would like the field to display when creating/editing a page in relation to the other fields.
7. After that save your content type (Click 'Save & Exit').
Now when you next edit or create a page you'll be able to select a parent page.

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