To generate link pages you need to assign the links to a category first. If that category is not already created, you can create it from the categories manager. Go to the [Options] menu and then click on [Manage link categories] to access it.

The link categories manager shows detailed information about the selected category in the main view. Here you can create a new category, edit or remove the selected one.

To assign links to a category use the context menu from the Unverified Referrers report.