How do you mean insert a page in your site? If adding a page within Actinic, then right click on the content tree within the brochure / Fragment areas and select new Brochure Page...
If you mean you have created a page external to Actinic and want to link it within your site, then you would need to manually add the link within the templates, which will be dependant on which theme you used for your site to start with.
You could also create a CUSTOMVAR and insert it as HTML by clicking "use file content" into the desired position - this would then retain your sites navigation, headers etc to keep the same theme and feel as your other pages
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