How do I get ALL my Page documents to show up when I open Page. Currently I have to look in Finder.

In the Finder Preferences > Advanced panel, set this:

And on the Finder View menu, select Show Path Bar.

Instead of picking a template from the Template chooser, dismiss that, and from the Pages File menu, choose Open… This will open a file chooser, and in its search field, you can enter kind:pages. This will display all of your Pages documents that Spotlight has indexed with the current drive location in double-quotes, and then "This Mac". When you click on one of the file icons, you will see the Path Bar appear indicating where that file is located. Select Open.

Pages remembers the last save location until you change it in the Save/Save As… panel.