To create your first Pages document within iCloud go to the main Pages file management screen at iCloud Pages

iCloud File Management

Now decide where you would like to store the new document. It can either be stored in the main iCloud Pages screen, or preferably in a suitable folder such as Documents, or a sub folder within that. A new folder can be created using the New Folder icon in the top row, or by right clicking and selecting New Folder.

iCloud new folder

The new folder name will be highlighted and can be changed to something suitable, such as Documents.

iCloud rename folder

If the name isn't highlighted, or you need to go back and change it, then hover over the folder with the mouse cursor and a small circle with three dots will appear. Click this to open a sub menu with the Rename Folder option.

iCloud rename folder menu

Click and enter the new folder now so that the document will be saved there by default. Note that documents can easily be moved into folders once they have been created and saved.

Next: iCloud Pages - Creating and Saving - Step 2

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