Add to a post multiple pages

Hi I’m new in the great world of WordPress and actually amazed to see the potentiality of this platform.

I have a question which it may have already been answered.
I would like to have a post which is going to be divided into categories and I would like to have for each category a single page. Is it possible?

For example I might write a post about Hotels and talk about the cities in a specific region, then I would like to have a single page which actually listed the hotels in the specific city mentioned in the post.

I realized that every page I add is automatically added to the header menu.

Hope to figure out how to achieve the perfect result for my issue.

Thanks