. . . you did not start new project  -->  sitemap ?

I started it. I do make main/page1.html only :(

I need main/page1/page2/page3.html as a directory(katalog)

I need www.test.com/katalog/auto/reno.html

I can do make www.test.com/reno.html or www.test.com/volvo.html

or www.test.com/katalog.html :(

For html pages in subdirectories or subdomains you need in WX5 each own project, as already suggested by the Moderator pcssa.
Projects can then also be linked.
All pages in a project are in the same directory on the server.
Make sure that the Web site address and the FTP directory are adjusted each correctly in the various projects.

JJ.