Word does not think in terms of pages. Period.
Word Doesn't Know What a Page Is by Daiya Mitchell, MVP
I take it you are looking under the
Insert Tab and, confusingly, that is not where Word handles pagination and pages.
(It does handle page numbers, there, though.) Generally, to create more pages, type more stuff.
Cover Pages are special additions that do not count in your page count. In Word structure, they are down-right weird!
Cover Page Anomalies
You can insert a page break at your insertion point.
Ctrl+Enter.
You can insert an Even or Odd Page
Section Break. This is under Layout > Breaks.
When to use Section breaks in Microsoft Word (and when to not use Section Breaks)
You can also set the paragraph formatting for the first paragraph for your new page to have Page Break Before formatting. This is best done using a style for that first paragraph. Using that style will automatically start a new page.
I think you would be well-served reading the following series of short tutorials.
Basic Concepts of Microsoft Word - from Shauna Kelly
This is because you are looking at Word as a substitute typewriter. It is not.
See also:
If you are looking for something that is page-oriented, look at Publisher, or even PowerPoint.