Settings → Renamed pages.

With this on — it is on by default — renaming a published page makes a redirect from its old address to its new one, at the moment you save. It appears in the list marked from a rename, and it is a redirect like any other: you can change where it points, switch it off or delete it.

Two details worth knowing:

Only pages that were already published. A draft being named for the first time had no address anybody could have followed.
Rename the same page twice and the first redirect is moved to point at the new address, rather than leaving a chain of two. A chain works, but it costs the visitor an extra round trip and search engines discount it.
When a page takes an address that an earlier rename gave up (you rename it back, two pages swap names, or you publish a new page under an old name), the redirect that rename made for that address is deleted, so the page answers there.

A redirect you wrote by hand is never overwritten by a rename, and neither is one a rename made that you have since pointed somewhere else. If you have already said where an address should go, that is what it does, even when a page later takes that address: delete the redirect under Redirects if the page should answer there instead.

If a redirect of yours already sends the page's new address back to its old one, no redirect is made the other way, because the two would send visitors round in circles. The old address then answers "page not found" and appears on Broken links once somebody asks for it.