There is a contribution that will actually create the pages for you, it is called the Define Pages Generator. All you do is create a name for the file, specify the name of your template and the location of your "local" zencart installation. You can edit the file using the Define Pages Editor on your Admin.

Adding define pages to your zencart installation does not necessarily add the pages to you Define Pages Status on your Admin. This is accomplished by modifying your database.

Try adding the following statement to your database (assuming the name of your new page is Cancellation Policy):

INSERT INTO `configuration` VALUES (NULL, 'Define Cancellation Policy', 'DEFINE_CANCELLATION_POLICY_STATUS', '1', 'Enable the Defined Cancellation Policy Link/Text?<br />0= Link ON, Define Text OFF<br />1= Link ON, Define Text ON<br />2= Link OFF, Define Text ON<br />3= Link OFF, Define Text OFF', 25, 201, NULL, now(), NULL, 'zen_cfg_select_option(array(''0'', ''1'', ''2'', ''3''),');

For additional pages, simply change the text in Red. Make sure not to change the number "25" since that allows you to see this statement on the define pages status of your admin.

I hope this helps