Absolutely!
Each project will have an "index.gml" file, which is the starting page for the application. To create a new page for use in the same application, click the File menu button and choose New Source File. Pick a name for this page and start composing the content for it.
To link from one page to another in the same project, use a standard anchor tag, setting the href attribute to the name of the target page followed by the extension .html. For example, to link to the index page, use <a href="index.html">Index</a>.
Note: Do not use .gml in lieu of .html for the file extension, or you'll inadvertently display source code instead of the intended HTML content.