I have been trying to find this in the forum but I guess this is all too hard for me.
I am keeping my layout clean and my pages (2 at the moment) have no subpages. They are about me and contact page.

I want to add privacy policy and a disclaimer and would link to them from the footer.
I thought of making them pages instead of posts.

How can I make those pages without them showing up in the page menu bar?

look at the theme options

I did but I don't know where and how to do it. I have already tried and could not discover which option is it.

look at the options on the page menubar

OK, is it "exclude pages"? Wish you just wrote it like that but thanks

How can I see the page number, all of my pages have names

pages are just special types of posts and they are identified by an ID. (this is all WP stuff)
If you go to dashboard->pages->pages, pick a page and edit it, in the URL you will see something like

http://yourdomain.com/wp-admin/post.php?post=1219&action=edit

the post=1219 identifies the page ID. In this case it is 1219

My pages don't have numbers, as I said, they have names, no IDs just names of pages and posts.
Like mydomain.com/about-me

Thank you
Didn't even think of Googleing it

I guess this is it for now, for me!

If you use WordPress 3+, you can also define the menus in the WordPress options, which allows for more flexibility.