Well it depends on how you want to do it. To know what page the user is on you will need to check for some value in the URL, so you will need to check $_GET['var'], and then you can either just directly include a different file according to the page; i.e. if the url is mypage.php?id=contact then you include the contact page (checking to make sure the user is allowed to include that page first - we dont want them viewing the password files like this).
Secondly, you could check the URL for a value and then search the database to find what page to include, or simply grab the page from the database itself.
Make sense?