You can only select a single section at a time. You can only delete pages and sections from Page layout documents, not Word processing (default) documents. If you try this with a Word processing document, you will destroy the entire document.
In a Page Layout style document, every page is its own section, and you can select contiguous and non-contiguous section thumbnails and delete them with a right-click.
There is no means to automatically split a Pages document into n-tuple files. You can open n-tuple separate Pages Layout documents and from the original Page Layout document, select the first thumbnail, right-click and select Copy. In the first separate Pages Page Layout document, you can right-click on the default thumbnail and select Paste. You would repeat this paragraph for each separate Pages document that you wanted to manually split the sections too. Save each of the recipient Pages documents when you have pasted so that Pages autosave is enabled. Finally, once you are satisfied that you have sent the original pages/sections to their respective separate files, you may wish to do something with the donor pages/sections in the original document.
In the Pages Template Chooser, note that there are two distinctly different blank templates:
Also, see Intro to word-processing and page layout documents in Pages on Mac - Apple Support