Page Hierarchy, what’s the secret

Hi,

I am creating a new WP site and have created several before. In adding pages, some parents to others, I am noticing that each page I am generating is coming with a numeric ID, as in 1,2,3, etc., versus a full path name, as in mysite.com/wordpress/parent_page/child_page.

I notice this when I go in to the Edit Page screen and mouse over the View option of each page.

Any thoughts on why this is? I would really like this to work with the folder structure.

Thanks