How do Frames work?
The Figma workspace in infinite and there's no limit to the size of your design. But to export your designs you'll need to work within Frames.
To create a Frame, select the frame tool in the tooltip in the top left corner.
When you select the frame tool, the right pane will show all available presets for Frames. The all components are designed for A4 sizes.
You can find the A4 size, under the "Paper" tab. When you click "A4" the frame will appear in the workspace.
You can add as much Frames as you want. Think of the frames as the slides or pages of your project.