how to create new page in data transform
By using any OOTB features you will not be able to create page directly inside DT, You need to have custom logic for creating page, you could make use of pega OOTB activity pzCreatePage for creating a page inside DT..
Invoke pzCreatePage activity inside DT by passing needed parameter (Page Name and Page Class), this activity will create a temporary page… Attached screen-shot for referenece.
You can mention the your page name in pages and classes and you can set the values on that page. This page will be available on clipboard if not removed during the transaction.