How do I insert a cover page?

Your description indicates that you're using Word Online in your browser instead of desktop Word. While desktop Word does include the Cover Page button on the Insert ribbon,

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Word Online does not have it, because it doesn't support that feature:

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To insert a cover page, open your document in Word Online and then click the Editing button above the right end of the ribbon and choose "Open in Desktop App" in the menu. After you insert a cover page, you can either continue editing in desktop Word or close desktop Word and continue in Word Online.

I can select multiple lines in Word Online by holding the Ctrl key, so I'm not sure what may cause it to fail for you. What does not work like desktop Word is the ability to put the mouse cursor in the left margin and drag to select more lines.

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Your second question may also be related to use of Word online, which is a different program even if it has the same name.

If you are using the desktop application, your Pages group may have been collapsed on the Insert ribbon tab.

If so, click on it to get the options, including Cover Page.

Different programs by Microsoft -- all named Word

Compare Word features on different platforms - Office Support

• These programs are all named Word and they are all created and published by Microsoft.
• They all can edit the same document files that have the same file structure. Some of the programs have no control over some of the document structures.
• But, they are different programs with different features and controls.

As of September, 2023, the most powerful one of these, with the most features, is the Windows desktop application. I do not expect that to change.

The Macintosh desktop application is second with number of features. The things available in the Windows version not yet on the Mac version include Content Controls, Building Blocks, UserForms, and ActiveX. It can use, but cannot create, or modify most Content Controls. AutoText is a Building Block that the Mac can and does use.

The browser version of Word – Word Online – has a Transcribe feature that has recently been added to the Windows desktop version of Microsoft 365’s Word. Otherwise, the browser version has far fewer features and editing in it has been reported to mess up automatic numbering. Chromebooks use a version of this or of the Android mobile app. Differences between using a document in the browser and in Word

The mobile applications (Android/IOS, etc.) vary somewhat but have far fewer features. I would use them for note taking and for quick viewing/printing, but not for editing. Especially not for editing long or complex documents.