You can use a couple of things with this.
Read about URL Rewriting (a bit advanced thing, but you can try). Or search on this forum, you will get somethng about URL Rewriting using .htaccess.
Other option, where only index page shows, you can put your pages dynamic.
For eg: you have 4 pages, Home,About Us, Services, Clients
So you can have your url as :
index.php?page=home
index.php?page=about
index.php?page=services
index.php?page=clients
For php, you can create your pages separately and then you can create an index page with the below like code:
<?php
$page = $_GET['page'];
switch($page)
{
case 'home': include("home.php");
break;
case 'about': include("about_us.php");
break;
case 'services': include("services.php");
break;
case 'clients': include("clients.php");
break;
case default: include("home.php");
break;
}
?>