Page Names

Yes, you will have to use Permalinks.
Also see in your admin > Options > Permalinks.

I use the page slug, eg: “blue-widgets”, then link to page w*w.mysite.com/blue-widgets (using permalinks). The same can be done with posts by using /%postname%/ as the permalink.

@pcmt, the slugs are created automatically from the Page title. The main thing is to have the permalinks set up properly.

Well, they are, and they’re not. If no slug is entered, then the whole title of the page becomes the page name (which may not be ideal when the title is long and sentence-like), but by entering selected words as the slug, one can chose the page name more specifically.