Click on the Page Layout tab on the ribbon,
The second group from the left (where you can find "Margins", "Orientations", Size" etc.) is the Page setup group. If you click on the small arrow at the bottom right corner of that group, you will get the page setup dialog box, as you know it from older versions of Word.
Look here for my Microsoft Word Training
A small tip:
Double click the horizontal ruler that is just above the page (it depicts inches or centimeters), and the page setup dialog box will immediately appear. Try it.
(If you see small "L" shapes appear on this ruler, you can carefully drag them outside and they will disappear.)