Ah but there's no Insert filename option in Pages.
But here's one thing. It might be a solution to your problem. If I open a document, and I don't know where its from, I command click the little document item in the title bar of the window. You know, if I open a pages document, there's a small little pages icon in the title bar (not the right-on-top menu bar). Command click it, and it will show you the document path in a sort of heirarchy. Click any one of those folders and it will open a finder window.
And if you have a doc open, and need to copy it to a say pen drive, just drag icon onto the desktop where you can let it go on a pen drive, or even hold it over the main HDD icon so it springs up...
Yeah. I'm a confused nut.