It really depends on what they mean by "pager capabilities". If they want to send you numeric (numbers only) messages, then that can be done on most phone. When a call is made, and you don't answer, the caller is given the option of leaving their callback number or a voicemail. The callback number can be used as a numeric pager.
If they want to leave a text message, that a whole different animal. Most cellphone can receive a text type message, either by accessing the service providers system and sending the message, or by sending an email to the phone.
My guess is, they want to send a numeric message. Only problem is, that your at the mercy of the service provider. Sometimes voicemail and return call numbers (numeric messages) can take forever to get to your phone.
I run a small company, besides expediting, that sends text messages to our customers phone or pagers. At times, it can take several hours for the message to get through. Most of the time, the message is received by our customers within seconds, but like I said, it can be very delayed.