Drag the photos from Photos to a folder on your Desktop, and from there into your Pages document.
You could drag directly from Photos to Pages, if you avoid the fullscreen mode. Photos cannot be opened in split mode (Use apps in Split View on Mac – Apple Support (UK)), to see Photos and Pages side-by-side, but If you open Photos and Pages in normal mode, on the same Desktop, you can drag from Photos to Pages. Just make sure, that you have upgraded Pages to the latest version. Older versions of Pages could not receive dragged photos from Photos. I am rarely using any app in Full Screen mode, I prefer to have all windows I need overlapping on the same Desktop.