There are two ways to make a new page:
[[my page]]
. When you save the page you're editing, if the link you included doesn't exist, you will see a question mark after the text. Click on that question mark and you will be taken to a newly-created page that you can edit. Replace "Describe the new page here." with whatever text you want to put on the page!
http://www.wikipedia.com/wiki/How_does_one_edit_a_page
http://www.wikipedia.com/wiki/Name_of_your_new_page
See also how to start a page.