To create a page that does not appear in navigation, please follow these steps:

  1. Navigate to Edit Page for the page you wish to remove from navigation.
  2. On the right side of the screen there is a Placement in Navigation widget, which will have the title of your page in the Label field.
    placement-in-nav
  3. Uncheck the Display in navigation lists box to the right of Visibility.
  4. Click Update Page located in the Publish widget.
    publish

Your page will still have a URL, and it will still be visible through the WordPress Dashboard. However, visitors to your site will not see the page when they view your navigation lists.