Dave,
Welcome to Apple discussions.
It's possible to get what you want, but you'll have to make it manually the first time. Here's how: in your document, hit a bunch of underline characters so that it stretches across the page. Select and copy to clipboard. Open Pages Preferences > Auto-correction. Click on the plus sign to create a new auto-correction. In the Replace field, put three hyphens. In the With field, paste in your underline characters, then click away from that field. Close preferences. Go back to your document. On a blank line, type your three hyphens, then a space. It should expand to a horizontal line across the page.
-Dennis