I know Rick is about to travel so let me see if I can help.
First you have to understand the terminology is not Adobe's, it is an industry standard that has evolved within the authoring community and may not fit neatly with web site terminology.
When you are designing the TOC you will start by creating the Books. Some authors like to set things up so that when the user clicks the book, a topic is opened as well, others prefer that it just opens to let the user pick a topic. After you have created a Book, you need to list topics underneath. However, here the topics are known as pages. Like it or not, that's the way it has evolved. You can add them using the menu you have shown or you can drag them from either Project Manager or the Topic List pod. The menu has also been set up so that if while creating the TOC you realise you need to create a new topic, one you forgot to write, you can do so from that menu.
As with many programs, there is often more than one way of doing things. Each users uses what suits them best.
See www.grainge.org for RoboHelp and Authoring tips
@petergrainge
Regarding the benefits of pages pointing to topics:
Placeholders (TOC Pages) allow a single topic to appear in multiple places in the TOC. If the TOC were directly using the topic, then each topic could only display in a single place. For example, perhaps the help is divided into User and Administrator sections, and both administrators and regular users can add contact details to a person in the application. Using a placeholder allows a single procedure to be created (as the task is the same for both users) and then referenced in the two sections of the TOC. If topics were being used directly, two different topics would need to be created. You can also organise your topics in a folder structure that suits you and use a different structure in the TOC.
The placeholder also allows a different display name to be used, for example if you have a long topic name but want a shorter name to appear in the TOC, or if the topic appears in several places in your TOC and you want to put slightly different emphasis in each place, say for different groups of users.