All you need to do is put a section break in at the start of each chapter, and it will start on its own 'page' in the thumbnail sidebar.
- You can insert section breaks in Pages 5 by placing your cursor at an appropriate location in text (e.g. at start of line with a chapter title in) and going to the Insert menu, and clicking on the Section Break menu item.
Until Apple enable section editing tools in Pages 5 (these appear in manual, but not in the app), inserting a section break is actually not that different to inserting a page break. But presumably they will materialise sooner or later, at which point separate sections might be advantageous compared to page-breaks.
The Insert menu also lets you insert a Section - what this is and how it differs from what happens when you insert a Section Break remains a mystery. I suspect they are either the same, or almost the same.