How to do static header from page to page transition?

How to do static header from page to page transition?

Bare with me as I might word this wrong, but I have question about a website that I love but I'm trying to figure out how they are doing a specific page transition effect. 

Here is the website: 

What I'm wondering is when you go from page to page the header (with the logo and navigation) stays static and there is never any flash of unstyled content... I want to do this similar effect for my website but I dont know where to start...  I want my header to stay static from page to page and look seamless when going page to page (like it never disappears), very clean.

Can anyone help give me an idea where to start?? jquery, ajax maybe? I'm a beginner level front end developer so any help is useful :).

Thanks!