Add gatsby-plugin-page-creator to your Gatsby Theme's config in order to create pages (this will soon be built into themes)

gatsby-config.js

const path = require('path')

module.exports = {
  plugins: [
    // ...
    {
      resolve: 'gatsby-plugin-page-creator',
      options: {
        path: path.join(__dirname, 'src', 'pages')
      }
    }
  ]
}