Creating a page is a matter of dragging items from the right side of the setup tool into regions on the page. The individual items can then (usually) be edited or configured.
Dynamic banners, images, and menus all have to first be created two steps back from here. You'll probably go through a few iterations of setting up the page, realizing that you missed some image or menu, saving the page, creating the image/menu, editing the page… This is normal!
Things you can put onto a page
Action links: Functional units (these do things) that can also be placed into menus and custom HTML.
Custom HTML blocks: These can have simple text, HTML text, or include merged data about the current person and system.
Page-specific (local) content: Same as custom HTML blocks, but rather than being created elsewhere and re-usable on other pages, these are an easy way of putting something on this page that you’re not planning on using again elsewhere.
Dynamic banners: Show images, blocks, news items and other content one item at a time, "sliding" items in on a timer.
Gallery images: Images from system and site galleries with optional adjustments.