Each site needs to be set up on it’s own separate Wordpress install, so either on different domains, subdomains or folders.
You can do it one of two ways... you can have a different domain for each, or if you are on a budget - you can get one domain and then set up either subdomains (most hosts don’t charge extra for subdomains), or set up separate Wordpress installations in each folder.
For example, you could set up paleo.yourwebsite.com weightloss.yourwebsite.com
or yourwebsite.com/paleo, yourwebsite.com/weightloss etc.
Check with your host and see what the best option for you is.
Cindy Donovan has written up an article with a few different options that may work for you if you don't want to dive in and get a TON of different domains right away. You can read about it here