How to create a folder in wordpress that will contain pages?

What i am trying to do is to have some pages inside the folder within wordpress, i allow me to demonstrate. for example i want my url to look like this mydomain.com/awards/nominees I know how to do that in normal php website i would have just created a folder called awards and inside the folder i will create another page called nomninees.php and the url will be like this mydomain.com/awards/nominees.php but i don’t know how to accomplish this on wordpress i have tried to search but no luck.