You're question makes me think that ASP also does stuff client side. I thought that ASP was only server-side (like PHP)?
I don't know ASP, so I might be misunderstanding you..
Anyway, with PHP you create HTML-files wich are sent to the user.
So you van use normal html-links wich the user can click to request another page.
If you're processing a file and you want to run code wich is in another file you can use the function include