Essentially, scenes are simply a way of creating a sub-chapter by marking an invisible, virtual box around parts of the text. This allows you to drag and drop entire sections of text which can save time and effort, as well as prevent accidental errors which often occur when you cut and paste. They can also act as waymarkers to aide navigation.
If you don’t place a scene marker directly under the chapter heading, any text between the chapter heading and the first scene marker is only within the Chapter “box”. So, if you decided to move that section of text - for example to later in the chapter - you couldn’t just drag and drop it via the Navigator - you would have to go into the text, highlight it then move it.
However, you can add scenes at any time so if you didn’t add one immediately after the chapter title initially, you can always go back and insert one later.
As glucose said, this will depend on what “Style” you are using for your chapter titles. For example, the “Chapter Numbered” Style is set to insert a page break. The “Heading Numbered” Style is one which won’t insert the page break.
The setting is found in the Style dialog (opened with the icon)
To check what your chapter Style is using, click on the “Advanced…” button beside “Paragraph format”. This opens the “Advanced Paragraph Formatting” dialog.
There are three options under “Position” that will insert a page break at the end of the chapter:
The bottom two (“Start on even (left) page” and “Start on odd (right) page”) may also insert a blank page.
The “Chapter Numbered” Style is set to “Start of new page” so will insert a page break. “Heading Numbered” is set to “normal” so will not.
I hope that helps