How do you created child or nested pages inside Shopify?

You can set this up in the navigation.

For example:

• In the main menu, you may have a node called "Home".
• You will need to create another menu handle called "Home" and add the node called "Policies".
• This will make "Policies" a child menu of "Home".

You will need to note that not all themes support multiple menu levels, and so you will need to select a theme that does.