Pages has no external document merge feature.
I recommend that you start with a new Pages word processing document, and add seven more sections to it. Now save it to start autosave. Let's call this the master document.
In the master document thumbnail view, you will see eight section icons. Open each of the eight chapter documents in a separate Pages window, select and copy its content to the clipboard. Then select the first of your eight section icons, click in that document window, and paste. Repeat this process from each chapter document and by selecting and pasting into the respective section icon's document in the master document.
On the first page of the master document's first section, insert the page number depending on your choice of the header or footer location. The page number will be incrementally set on every page of every additional section.