What theme are you using? I understand there are a number of themes that allow you to do that. Have a look at the Themes page in Downloads. You might have to carefully read the User Documentation for the theme you're looking for, but you should find one there.
What I have seen, and I don't know what this theme is or based on, is that a list of courses are available in the Navigation menu. Click there and go to that course, then under that course name, there appears a list of pages in that course. You can Navigate wherever you want then.