The funtionality you are talking about is implemented in CPAN modules CGI::Screen and CGI::Application. Having never used them myself, I cannot tell if they are an exact solution, but they are probably worth looking at.

If you want to produce multiple pages in a single http responce, then you are talking about http push, which can be done with CGI::Push, but is limited to netscape. Alternativly you can use a http pull through the Refresh http header, which is more widely supported but still relies on the clients.