How can I convert a Word document into a Pages document?

Open the Word document with Pages. This translates it into a Pages document, leaving the original Word document unchanged. Once you initially save the Pages document, autosave will occur within seconds of any document change.

There is no save feature to Word format. You must use File menu : Export To : Word, and this will translate from the Pages document format back to Word.

Pages is no MS Word clone, so the translation processes described above are not guaranteed to be accurate, and your Pages content may not appear the same in MS Word, when exported back to Word.

Pages does not support line numbers, and a great many other features found in MS Word, or other more fully featured word processing applications. You won't have much fun trying to migrate a legal document into Pages.

Tried opening the Word document in Pages?

That usually works just fine.

Pages can also usually save Word documents, if you ask it to use that format on the save.

Any thoughts? LibreOffice, or Office 2019, or Office 365 subscription, or maybe Google Docs.

But that won’t get you to Pages, if you need features of Word that Pages just doesn’t support.