I see that none of the Designer Pro uses have responded to this topic.
I do not have Designer Pro, only the Web Designer part of the package, however when an option is greyed out it usually means that the program is not in the correct 'mode', eg an edit is 'still open' or is waiting for a confirmation of an action, or a popup is underneath the program window.
Since you're making a document, why did you create the project with "New Photo" and not a new document? The new document options are US Letter and A4 (various formats).
Using the photo type project, you cannot have separate pages - it's not a document. When you click on an object, the New page button in the Page & Layer Gallery turns on but clicking on it does nothing, because a photo project can't have pages.
In your current project, select all, open File, New and select either a US letter or an A4 document from the list. Paste. Arrange everything on the page. Adjust the page to the size that you want using the Page options (right click a blank area).
Turn on the Page & Layer Gallery. Now you can create New pages. Save as a XAR file.