I have to say, unfortunately, I never gave a thought to those folks using OneNote on the Web when I created this post. I am not very knowledgeable about using OneNote on the Web and so I had to do some research to answer your question. At first, all I could find was that you could not create subpages when using OneNote on the Web.
I searched a little further and this is what I found. I do hope that it resolves your issue. If not, let me know and I will do some more research for you in this regard.
You can create as many new pages as you need.

1. At the bottom of the page list, click + Page.
2. Type a page title into the heading area at the top of the new page, and then press Enter.

You can organize pages by dragging their names up or down in the list.

Tips:
You can indent a page underneath a page to create a subpage. In the page list, right-click or double-click a page that you would like to indent, and then click or tap Make Subpage.
If you accidentally create a page that you do not need, simply right-click (PC) or Control-click (Mac) its name, and then click Delete Page.