You have to do it individually for each page (unless you want to mess with page.php and perhaps some other template files).
When you create/edit a page you can determine whether you wish to allow comments for that page. Make sure that the 'Discussion' panel is showing (immediately below the TinyMCE editor). If it isn't, click on 'Screen Options' and check the 'Discussion' check box. You should now see it.
The 'Discussion' panel gives you the option to allow or disallow comments for the page being created/edited via a check box.
This is usually the best solution since WP sites, on the whole, have many more posts than pages. So specifying whether or not to allow comments for individual pages is not usually very onerous.