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Often you have more information on a topic that completely fits on one screen. There are three main ways of displaying this information. One, Linear Scrolling page, a series of Sequential pages, or Splitting the pages by the level of detail. The style you use will depend upon the type of information you are trying to get across. It used to be that if content wasn't shown above the fold, in other words, if it didn't display on the screen without scrolling, then visitors will be unlikely to see it. Now though, scroll wheels on mice and easy swiping on touch screen devices have made it so that almost all visitors to your site are likely to be able to scroll down through your content.
That means that it's okay to just put your information in one long page, if you have good reasons not to split up. Those reasons might be, because splitting it would cause confusion. For instance, people might miss out part of a list of instructions, or because you expect people to print the page out. For instance, Wikipedia uses this linear approach, because they cover many different topics, and their model is to have all the information for each topic on one page. If you do have content that needs to be kept together, remember they users scan rather than reading, and their concentration lapses as they get further down the page.
So make sure you use plenty of subheadings to help visitors scan through the page to the path they need. You might also consider using In Page Links to let people quickly jump to the part of the content they are interested in. Oftentimes though, you can make it easier for your visitors by splitting the content up for them. If the information you have as sequential, say an article or a story for instance, a photo gallery, or training content that has step-by-step instructions, then a Sequential approach makes sense. What you'll need for Sequential pages is a descriptive heading on the first page and then headings on subsequent pages that make it clear that they're a continuation of the article, for instance, Step 3 or Continued.
You'll also want to put Pagination Controls on the page so that visitors can see how long the article is and can easily move through it. One thing to consider here is that if it's likely your visitors will want to print the content out, you should provide a way for them to either download a PDF version or see all the information on one page. Sometimes it's better to give people a high level overview of the content and then let them dive into the bits that are interesting to them. Splitting topics by level of detail works best for the content that people who want to research in their own order and where you don't know the level of knowledge that they are starting with.
The Main page contains an overview of the content and links out to other pages, which each deal with a specific concept in more detail. This approach also allows you to share content between several different articles on your site. It might be that you have a common page describing your returns policy for instance, rather than including that text in every page of the site, splitting by level of detail allows you to link to that returns policy page from many different articles on the site. By thinking about what type of content you have on your site, you can quickly work out which page style to use. Of course, you aren't tied in to using just one type of content arrangement on your site.
You can make some pages Linear, some Sequential, and some Detail based. The important thing is to make sure that you have consistency between different pages of the same type.
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