When you create a New Document Select 'Custom' from the Page Size drop down menu.
You can create a page size to whatever dimensions you require and name it with an appropriate identifier, e.g. DL.
Once you click the Add button it will appear in the area below.
You can create many different custom sizes. Click Ok
Now from the Page Size drop down menu your new custom size (DL) is available to select.
You can take this a step further and create a Document Preset.
Once you have chosen the correct page size and decided on suitable margins and columns you can click the 'Save Document Preset' icon at the top right of the New Document panel.
Then give the Preset an identifiable name
This Document Preset can be selected each time you create a new document and it will honour the Intent, Number of pages, Page Size, Columns, Margins as well as whatever Bleed and Slug you have set up.
If you decide to edit any of the New Document values, the Document Preset will display the Custom preset. You can choose to save the new setup and either save it as a new preset or override an existing once by choosing the old one from the drop down menu.
Hope this helps!
Thank you so much, this explains it perfectly.
Glad to be of help Vlassov