Just to preface my response with a bit of terminology clarification first.
The clipboard is memory. We organize the clipboard with Pages. There are many pages on the clipboard. As such we further categorized the pages in memory. User pages and Data pages are two categories on the clipboard.
Any page of any type has a top level page. That page has a name and a class associated with it and visible in the clipboard. For example. pyWorkPage (TGB-HRApps-Work-Onboarding) is a top level page. You expand the top level page open to see the "embedded pages". And pyWorkPage.Employee (TGB-HRApps-Data-Employee) is the clipboard reference for the Employee embedded page.
Data Page is a rule type that defines the source for data and it's refresh strategy for a page that will be declaratively (automatically) created on the clipboard. That Data Page that is created will also have a top level page and have embedded pages within it. For example D_Courses (Code-Pega-List) will have an embedded page of the type page list of D_Courses.pxResults() (TGB-HRApps-Data-Courses).
The structure the information is returned on the clipboard is important to how you need to reference those pages in a rule on the Pages and Classes tab. When you create a new rule, for example a Section rule, you will create it with an applies to class, for example (TGB-HRApps-Work-Onboarding). A simple rule to follow is if the class of the page in memory is different than the class of the rule you are modifying, then you will need to identify that page and it's class on the pages and classes tab of the rule. If you want to display the results from D_Courses data page in your section, you will need to add it to the pages and classes. Its of a different class than the section rule.
In many situations the wizards will update the pages and classes tab on the rules for you. When you are doing advanced tasks you will likely need to update the pages and classes tab yourself.