Pages is a poor candidate for what you want.
Get free iText Express [http://www.macupdate.com/info.php/id/21977] which is a superset of TextEdit and which can also do hyperlinks, bookmarks, footers, headers, footnotes, multimedia and some DTP.
In iText Express you would just turn off "Layout" and get a continuous document with no page breaks. It is also easy to add links in the document and do enough styling to increase legibility.
Definitely much faster, more compact and easier to manage than Pages.