In Joomla! there is a default template, but you can assign other templates to specific "pages" that are defined by menu links.
Joomla 1.6 introduced the concept of Template Styles. Styles allow you to set up different instances of the same template, each with different parameters. It is these styles that you can assign to different pages in Joomla.
To assign a template style to a page, you must first make sure that there is a direct menu link to the page.
Note that you cannot assign the default style to individual pages.
The templating system uses the ItemID to determine which template/style to show. ItemIDs are created when you create a menu link. This is why only menu items are shown in the list of pages to which you can assign templates/styles.
Assigning templates/styles according to other criteria
3rd party extensions allow you assign templates according to other critera. See the Templating section of the Joomla Extensions Directory.