Hi Ellie,
Everything Moshu’s written makes perfect sense once you understand how WP works. Reading between the lines — you talk about adding links to pages, file paths, etc) — you seem to be thinking of a conventional static website where you create a page as a fixed resource and manually post a link, using the file path, to that page. WordPress doesn’t work like that.
The wp_list_pages code Moshu pointed you to will automatically pull up links to all pages unless you tell it not to (by using the exclude parameter). The pages themselves reside in a database rather than as html (or php) files in a directory that you can point a URL at. Pages aren’t files.
It’s probably easier to understand this in practice: To change the “About link” just go to “manage” and then “Pages” in the admin back-end. Look for the Page titled “About” and edit the title and content.
Then try creating a few pages using the back-end and you’ll start to see how it works. You’ll see that links to the pages appear automatically.
Apologies if I’ve misunderstood what you meant.
For the “Comments none” bit you’d have to look in index.php in your theme, and probably also in single.php and page.php, etc. If you’re not familiar with php (and I’m a rank beginner myself) it’ll look pretty baffling.