You'll need to create new HTML files called faq.html and contact.html for this instance. Then you can link to these pages with
EDIT
After half a decade, this answer has started getting upvotes, while not being as complete as the longer answer here. Here are some more details:
When you create extra HTML files and visit them, you'll see that the URL also contains the .html-part. This is something most people don't want. Provided you're using a webserver (either local or with a third-party host), there are multiple ways to get rid of the extension — one of which doesn't require server-side scripts and has been documented in Stephen's comment below.
What you do, is you add folders with the appropiate names (faq, contact, etc.). Once you have the folders set up, all you have to do is put index files inside them (index.html). Those index files should contain the content for their respective parent folders.
In essence, this is repeating the process with which the root location of a website is created, but for subfolders. You see, oftentimes you start out with a root folder called public_html, in which there is a single index file. Webservers automatically serve index files:
public_html/index.html -> example.com/index.html
-> example.com/
public_html/faq/index.html -> example.com/faq/index.html
-> example.com/faq/ ←
