Read 2.2 from the documentation: https://docs.mendix.com/refguide/page
If you are not able to follow the instructions, restart your Studio Pro or your operating system.
Right-click on any of the folders in the Project Explorer in Studio Pro, then in the context menu: Add page
NB This will not work on the first two foldernames ‘App ...’ and ‘System’
Another option: open Navigation=>New item => on click ‘Show a page’ => New
First right click on folder in project explorer and click on add page.
and the another option is that, go to the particular button or a navigation from where you want to call page.open there properties and set on click option to show page,it will open one window then click on new and create page.
Hope it will work.