You have 2 options:
a) make new pages by creating linkpoints first on an already existing page. If you have no logical reference to an existing Wiki page yet (or do not wish to make one) you could use the Sandbox.
b) use a direct URL to a non-existing page. Tiki will then prompt you with an error box that allows to create the new page from scratch (as an orphan), e.g:
The only exception to this is when you have a Wiki structure defined. Within a Wiki structure there is an ad-hoc 'Add page' feature at the top of each Wiki page that is part of the Wiki structure. But I think this was only added in v1.9x