Where is the Thesaurus function in Pages. I have always used Word and it is so easy.

There isn't a thesaurus integrated into Pages. Apple did not design it to work like MS Word.

You can place your cursor over a word and either three-finger tap, or press control+cmd+d to invoke a lookup, or you can keep the Apple dictionary app in the center of your Dock and if its Settings are configured and ordered correctly, you will have an English dictionary and a thesaurus in the Dictionary app's toolbar.