Do you mean you want to know the mechanics of how to load content without a refresh? If so, I'll provide an overview, but you should check out some tutorials for details.
Using a javascript framework like jquery will make this fairly easy. It will let you over-ride the click event for the content links, and then fetch that content and place it into the desired location.
Sounds over-simplified, doesn't it? Well, there's really nothing more to the mechanics than that. The syntax and methods are a little harder to grasp, but the
jquery site provides tutorials and more (see the Reqources section on the front page), and Google will show a ton more.