To create a page you first create a reference to the page by including the new page title in double square brackets [[New Page Title]]. Then viewing that reference, will show a '?' link after the title if the page is undefined. Clicking the ? link allows you to define the page.
Try it out on the Members page in the coweb you are using (you may not have edit access to this coweb) by creating a personal page with your name as the title.
Make sure you read Naming Pages to understand the importance of picking a good page title.