You should be using Pages v14.3 in macOS Sonoma. If not, update it from the Mac App Store.
Pages is not an MS Word clone, so provided it can open and translate the Word document into a resulting Pages document, you are done with the Word document and working in Pages. To produce a Word document from Pages, it is a matter of File menu > Export To > Word > Save…
Pages does not autosave any document content until you manually invoke a save, whether that is an imported Word document, or a new blank document that you initially save with a proper document name.
If you are round-tripping Word documents to those who are using MS Word on other platforms, be that Mac or Windows, then you really should be using MS Word to open, edit, and save Word documents in their native document form. Apple does not guarantee the open or export translation process from Pages to be accurate.
See the current Pages for Mac documentation: Pages User Guide for Mac - Apple Support