not sure what you mean by "add some data". You can create a Page as every other SharePoint-item with the "Create Item" action and add meta information to your library columns as required.
If you need to perform something directly on your page, like adding webparts, you would probably need to create some custom solution. I don't think Nintex offers something out of the box here. For example you could implement a web service with a method that executes whatever you need it to do and call that web service method form your workflow. Another possibility is to use an action for executing PowerShell-Scripts, but I'm not sure if there is a working one available for free.
If you describe in more detail what you mean by addind data, a better solution could be found.