The Benevolence theme comes with two page templates to display Sermons.
Setting Up a Sermons Page
To display either a list or grid of sermons, first create a new page by selecting Pages → Add New from the main menu. You can name this page whatever you like, give it a header image, etc.
Importantly, select either Sermons Grid or Sermons List from the Template section of the Page Attributes box. Save the page. Your sermons will now be displayed on that page.
Add the page to a menu using Appearance → Menus, or link to it from elsewhere on your site, to make your sermons page accessible to users.