Years ago, I believe I just copied and renamed an existing page and then edited that page.
When connected to the site through DW, you could...
Click the file on the server side in the Expanded Files window (click the small 2 square icon in the Files Window)
Click Get (down arrow icon in Files) to pull a page down from the server.
Give the page a new name in the Files window
Make your changes
Save and Put (up arrow icon in Files) the new page
However, you mentioned WordPress in your original post. Working from DW on an existing, deployed WP site is probably not the best way to do it. To add new pages to a WordPress site, you really should be using the WP Admin panel, not DW.