You are on the right track.  You do this with Roles.
You set permissions for each page under the page settings, to determine which groups can see the page.  

Typically, on a public page, the permissions for the page would have "All Users" checked for View access.   To make a page inaccessible once someone logs in, you can remove the check for "All Users", make sure there is no check for "Registered Users", and add the check for permission to View for "Unauthenticated Users".    The page would appear when you are not logged in, and be hidden for anyone logged in.

If you only want the page to be hidded from a specific groups of registed users, and allow other registered users to still see the pages, you would do this by creating a new Roles under  Admin/Security Roles.     Once the role is created, it will show up on each page under page settings, allowing  you to control view options as you like.