Correct way to link multiple pages?

Correct way to link multiple pages?

Hi, I'm extremely new to jquery mobile, and in fact I've used jquery very little at all as a part time messer. Anyhow, I'm currently putting together a mobile site for a friend of a friend, quite a large company actually! and I'm a little confused about how to link numerous html files.

Currently I have the mobile site up and running (Very messy code yet before I tidy it up) and all pages are in a single html file. The file consists of numerous 'Gallery' pages, 'Shop' pages and general pages such as 'About us' and 'Contact us'

I'm using jQuery Mobile 1.3.1 and jQuery 1.9.1

What I was wondering was, would I be better to split all of these pages currently contained in a single html file into a few separate ones such as 'Gallery' 'Shop' etc?

If so, what is the best way to do this? Create directories such as 'gallery' and have an index.htm within it containing the jquery pages?

Apologies for the probable obvious question but as I say I'm not a full time web designer or anything (Only worked with a little html/php before on forums)

I can of course provide links/code details if required.

Thanks.