I'm using SQL Server 2008 and trying to make schedule to run a page every mid-night but I don't know how to do it. I already tried to do with SQL JOBS but couldn't find JOB folder.
If you are using a full SQL Server product (not Express), just follow the steps from Books Online
http://msdn.microsoft.com/en-us/library/ms191439%28v=SQL.100%29.aspx
FYI - The folder "Jobs" is under "SQL Server Agent" in the Object Explorer tree.
If you are asking about Express, then refer to answers in this SO question or a neat trick using SQL Server Service Broker