Web Site navigation is inserted at the bottom of the page during the build process. There are three options for the automatic navigation:-

None - no navigation is inserted

Page Numbers - page numbers

Page Thumbnails - thumbnail images of each page

Clicking on an image or number will open that page.

The Build dialog box has a button labeled "Advanced".
Click the "Advanced" button.
Select the required navigation option from the drop-down list labeled "Web Site navigation".