How to I create a New page and work on it behind the scenes so it is not viewable by people until it is published?

When adding a page to your website (MORE -> PAGES -> ADD), there is a question in the lower left corner of the form that says, "Add new page to all menus". 
If you change this to "NO" then the page will not be added to any menu widgets on your website.
This will make the page so that only you can find it (using the CHOOSE menu item on the PAGES selection from the top menu bar).
Beware though: Even though visitors to your website will not find the page, Google and other search engines might. If you are only adding the page briefly this will not be a problem. But, if you are adding a page you'd like to keep hidden forever, then you'll want to use the site security features to hide the page.