A post with pages within

I thought I had found the answer to my quest when I discovered the plugin pagenavi, but now I’m not sure. This is what I’m seeking:

Many of the test templates include a post (always the last one on the protopage) that is entitled something like “post with links and three pages within.” Some of these templates–but not all–include a navigation structure at the end of the post. ( previous,1,2,3,last,you get the idea) How is that done? Thanks.