Pages are added or removed automatically based on the size of the diagram, simply drag a shape to an area where a page does not currently exist to create one. Dashed, gray lines are used to show the page breaks. To find the total number of pages, use the print preview via menu File, Print (the layout and total number of pages is in the top, right corner of the new window).
NOTE: There is also the concept of "separate pages" via the tabs at the bottom of the diagram area. You can create new pages there by clicking on the "+" symbol. Right click on a tab to get additional actions for that page (such as delete or rename). Drag a tab to reorder the pages. Click on a tab or click on the "..." (vertical dots) menu to select or insert a page.