One of the uses of custom groups is to limit access to some of your pages only to contacts belonging to certain groups.
To create and assign a custom group, see this article.
In the Website application, go to the page you want to limit access to. Then choose the "Configuration" tab.
On this page, find the "Access" section. Here you will be able to define that your page is only accessible to your connected contacts.
You can also go further and specify the groups that will have access to this page.