First of all, I went through many pages in that website and found none of the page are build using PHP. Perhaps you were referring to index.
html
Another thing you might have missed to notice is although the page names are same i,e. index.html but the path is different, folders are different and so the pages are not the same. These are different pages with same name reside in different folder.
For Example:
Go to category
d :
http://o2tvseries.com/d[
^]
Clicking
Elementary will redirect you to
http://o2tvseries.com/Elementary/index.html
Clicking
Empire will redirect you to
http://o2tvseries.com/Empire/index.html
So, they are different pages.
However, you can build your website using various methodology if you want it to happen that way. Check following links-
1. Multiple sections in the same page controlled by Javascript
http://stackoverflow.com/a/8211324/1006297[
^]
2. Single Page Applications
The Future of Web Apps – Single Page Applications[
^]
Create A Single Page Application Using Templates With Angularjs And Bootstrap[
^]
There are many more...don't forget use
Google Search.
Hope, it helps :)