It looks like October themes have pages in them. That's fine and all, but how do I add regular pages? Having all your pages inside the theme just doesn't make sense, it becomes impossible to switch themes for starters.

I believe this structure is being followed exactly to make it easier for beginners to switch themes around. They wont have to worry about pages outside of the theme and hence no need to worry about different sets of css (styling) to switch around.

I think you should install "Rainlab static page" plugin for regular pages. Pages stored in theme should be only special pages such as blog page and contact form page for example.

Will do, thanks a lot!