Damn! Yes it works when dragging something like a folder or any icons it ads a desktop page! I was sure that I only had to switch the default desktop page on the right or left to create another one when I first installed the app months ago.
Also the help don't say anything about this, it only says that you can move icons once the additional pages are created but not that you can create one doing this. It should be added to the pop up helps (unless I'm not getting it correctly).