I want to add a new page to my current project, but I don't see the option to add it with a theme. Any help is appreciated!

Do you mean you want to add a page with the same theme as your project? in which case you have to duplicate a certain page (problem then occurs with classes and Id's when making changes.) I usually create a template page with basic styling and content that would be common to all other pages, then duplicate that page for when I need another page adding.

Don't think you can add a new page that has a theme already built onto that new page