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 a new Pages document. I reckon you have created the Pages document you are dealing with choosing a template which does not have one or more Heading paragraph styles by default.

There are many different templates available in Pages such as Blank, Classic Letter, Essay, For Rent Flyer, etc. You can see all of them initially when you launch Pages under categories such as Basic, Reports, Books, or when you press <kbd> Command ⌘ </kbd>+<kbd> N </kbd> after Pages is launched as described in this Apple Support Webpage called "[Create your first document in Pages on Mac][1]". Paragraph styles such as Heading, Heading 2, Heading 3 is available by default, for example, in documents created via the Blank template. Documents created through the Classic Letter template, on the other hand, 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 this Apple Support Webpage called "[Intro to paragraph styles in Pages on Mac][2]" . You can also create your own custome templates and use them to create new documents as described in this Apple Support Webpage called "[Create and manage Pages templates on Mac][3]".


  [1]: https://support.apple.com/en-ie/guide/pages/tan85812a11d/mac
  [2]: https://support.apple.com/en-ie/guide/pages/tanaa39b0aa3/mac
  [3]: https://support.apple.com/en-ie/guide/pages/tanb343cb739/11.2/mac/1.0