The page size and orientation can be changed via File, Page Setup or in the Paper size section on the Diagram tab of the Format Panel (via View, Format Panel or Ctrl+Shift+P) if no cells are selected:


If you pull down the menu there are various options, including setting a custom size:

Selecting "Custom" will allow you to define the paper size in points. You can find references to various standard page sizes online.

Note : This only sets the size of each page. To add a new page just drop/move objects into space were there is currently no page.