To create a new PageContent use this link:
To create a PluginPage use this:
You can also create a new PageContent or PluginPage with the Django admin site. But this is a low level way and not preferred, because the PyLucid own views does make it easier for you.
To "insert" the page into the existing PageTree menü it's the easiest way to go on your site to the page you wand to insert the new page. And then use the PyLucid admin links (see above).
If you do this, the PageTree parent page would be preselected for you ;)