Then I added the Lightning Page to change set and deployed it on production, but I don't find an option set this page on Production.
You can basically try 2 options:
With Summer 2017 communities can be migrated using change sets (changeset object type is 'Network').
Option 2: check out the answer from mohith on the below stack link.
The pre-requisites for both move all lightning components,classes and other metadata to the target org before moving the communities.