First, you might want to click on Help -> Tour for site etiquette and start voting / checking your answers so people know what worked or not that help you and others with similar issues.
Now, back to you question... If you have a form with a pageframe, make sure you have the "Properties" sheet open, it helps to ensure which object you are actually working with until you get more familiar with the IDE.
Once you click on the pageframe control, if you right-click and then select "Edit", that will bring you to the individual PAGE level of the pageframe. Once the PAGE is the basis of the focus you can put any control on it from either the toolbar, or if your project is open and you expand your .VCX class library, you can grab any control and put in on the page.
If you have multiple pages, once you click on the alternate pages, you will see that the first page (or whatever page) is no longer visible and the new page is available for you.
The actual handling of the pages on the pageframe for clicking / focus is automatically handled for you unless you want to do something extra.