If you've purchased them already, then click on the Purchases icon in the toolbar. Locate each one and click on the Install/Download button on the right of the entry.
If you have a DVD then install from the DVD.
If you have never purchased a DVD or version from the App Store, then you will have to purchase each from the App Store.
iMacs ship with the iLife applications (iPhoto, Garageband, iMovie, etc.).
Pages is part of the iWork suite of applications (Pages, Numbers, and Keynote), and has never been free. As Kappy has mentioned, if you're interested in one of the iWork applications, you'll have to go to the App Store application on your iMac and purchase it. If you ordered your iMac with the iWork suite, you should have a DVD with those applications on it.