You’re looking for one of two things: either paginate_links(), or the combination of next_posts_link() and previous_posts_link(). Both of these functions allow for “pagination”, or the ability to place links to more content than you’re displaying in a screenful. Google does this on the bottom of most pages, for example. Of the two methods I mentioned above, I’d recommend using next_posts_link() and previous_posts_link(), but I’ll talk about them both.

Using paginate_links()

I don’t often use this function, because it doesn’t give you a lot of control over how the links are displayed. However, it’s quite easy to use and it displays a list of numbers of in-between content, similar to how Google (for example) numbers their results page links.

By default, if you’ve got a query that returns more results then you’re displaying, you should just be able to insert the following after the loop:

<?php echo paginate_links() ?>

For more options, you can look over the documentation page here.

Using next_posts_link() and previous_posts_link()

I usually prefer this method, because I get more control over the styling of the links generated with it. Specifically, because I can provide the markup that goes around the links, and style that markup using CSS.

Here’s an example of how I’ve used this in a a project:

<?php if ($wp_query->max_num_pages > 1): ?>
    <div id="nav-below" class="navigation">
        <div class="nav-previous"><?php next_posts_link('&larr; Older posts'); ?></div>
        <div class="nav-next"><?php previous_posts_link('Newer posts &rarr;'); ?></div>
    </div>
<?php endif; ?>

As with paginate_links() above, this code needs to go below the loop.