Q: pages

When you are in the Save/Save As... dialog, it is by default minimalized.

When you click on the red circled button, the panel will expand to reveal a New Folder button on the bottom button panel. You navigate to the containing folder (e.g. Documents) in the Favorites panel, and then click New Folder, and give it a name. It will be created afterward, and Pages will aim the Save/Save As... location inside of the new folder. Just click Save, and your file is there.

Pages remembers where it last saved, and if you don't change the location, future documents will show this folder by default.

An alternative is to navigate in the Finder to where you want your new Pages folder, and then right-click and select New Folder, and give it a name. In Pages, you simply use the Save/Save As panel to navigate to this new folder location, name your Pages document, and just save it.