How to Change Paper Size Within Page Setup?

[EV win10 user 2]

{10/22/19 @ 15:45 EDT}
Please explain how File-->Page Setup functions. My attempts to change the Paper Size to 'Half Letter' or '4 x 6 in' result in File -->Print Preview paper sizes of 8-1/2 x 11 only, although Orientation functions. User-Defined paper size is non-functional. Why have the long drop-down list of available sizes that cannot change the paper size? It looks good until you try it.