Enforce folders slugs in page URL

I added some pages into a folder, but the pages inside all appear as root-level URLs. I put them in a folder as I wanted the URL to include that of the folder. Am I missing something obvious?
Using Hayden template.

If you are asking if the folder itself should go to a page instead of just opening up, no you are not missing something. SS removed that "function" some time ago. The folder has a url name which will take viewers to the first item in the folder if the url is used from outside the site, like this one:

https://myrandomviews.com/lessons 

Not sure why this was changed, but it had something to do with not working well with mobile viewers. 

As far as the pages in the folder urls they are what you named them, and moving them into a folder doesn't change that at all. The page keeps its original url slug, as does an image url in a folder, a blog post, or an external link. The folder handles them all the same. You can rename the slug and include the folder if you wish, but I don't see the need to do that and if not careful, you could remove the pages location and then the folder link will not work at all.