The type of site you're looking for is called a [Single Page Application](https://en.wikipedia.org/wiki/Single-page\_application) (SPA). There are variations of this that do and don't change the address, etc, but the idea is the same for all... they don't reload the entire page when you navigate.
Compte Personnel wrote:
Does it require advanced programming knowledge?
Yes. What's more is that there is one major drawback to SPAs, SEO and indexing by search engines. You can work around this in several ways, but that does add on to the complexity of the page.
Compte Personnel wrote:
how can I put this on a blog that I develop on Wordpress.
Unless you're willing to spend the next couple of years really learning this stuff, your best bet is to just buy a WordPress theme that's an SPA already for like $50-$75. A SPA is not something you want to start with for your first site.
Jeremy Falcon