What you are looking for is called a paragraph style in Pages. The paragraph styles available by default in a newly created Pages document depends on the template you have chosen when creating the document. I reckon you have created the Pages document you are dealing with through a template which does not by itself provide a Heading paragraph style.
There are many different templates available in Pages such as Blank, Classic Letter, Essay, For Rent Flyer. You can see all of them initially when you launch Pages, or when you press Command ⌘ + N after Pages is launched, under categories such as Basic, Reports, Books as described in the Apple support webpage called "Create your first document in Pages on Mac". Paragraph styles such as Heading, Heading 2, Heading 3 are available by default, for example, in documents created via the Blank template. Documents created through the Classic Letter template, on the other hand for example, do not have a Heading paragraph style by default.
Note, however, paragraph styles with the same name available through different templates need not have the same characteristics. For example, the Heading 2 paragraph style available by default through the Blank template has the font Helvetica bold 16 pt while the Heading 2 available by default through the Essay template has the Baskerville regular 18 pt.
Also note that you can create your own paragraph styles after a document is created or modify those coming by default with a template as described in the Apple support webpage called "Intro to paragraph styles in Pages on Mac". You can also create custom templates and save them to create new documents as described in the Apple support webpage called "Create and manage Pages templates on Mac".