If you see a red link on an existing page and you want to create the page it points to, simply click that link and it will point you to the editing form. Type the content, then save the page. It will be logged in the recent changes with the bold letter N, which stands for "new". Alternatively, you can type the title of the page in the search box and press Go. If the page already exists, it will take you there, but if it doesn't, you can click the red link with the page title, and it will take you to the editing form.