Numbering and Section Options will only format the actual Auto Page Number you have inserted into a Master Page or start new "sections". For instance, if you choose roman numerals, then the Auto Page Number you've formatted and placed in a Master Page will be a roman number.
You probably just want page numbers on each actual page, right?
1) Open your Pages palette (Windows -> Pages).
2) In the Pages palette, double click a Master Page icon (probably labeled "A-Master"...the icon in the top half of the palette with the fold in the corner).
3) The master page will open in your main window. Drag out a text box where you want your page number to be.
4) Right click (cmd+click on Mac) -> Insert Special Character -> Auto Page Number. An "A" should appear.
5) Now just place that text box wherever you want it, and format that character to your liking.
Note: If you are working with spreads, then you probably want one of those page number boxes on both the left and right pages in the Master Page spread.
6) Double click one of your normal pages. If the icon has the corresponding letter (in this case, "A") on it in the Pages palette, the it should now have page numbers where you placed it.
7) If there is no "A" on the normal page icon in the Pages palette, simply click and drag the Master Page icon on top of the normal page icon until it has a black border around it and release. Or if you want to create a large number of pages with that page numbering already applied, go to Layout -> Pages -> Insert Pages. Make sure your Master Page ("A-Master") is selected in the drop down.
Hope this helps!