There is a plugin available, but by default it cannot be done. Illustrator is a one-page program. The usual way about it is to do your multipage layouts in InDesign (you can place your Illy files or single-page PDF files there). Or optionally, if you use Acrobat Pro, you can simply join all your single-page PDFs.
If you're still looking for the Plugin, there are several out there, one is called HotDoor, available at http://www.hotdoor.com/ which will give you a page palette like Indesign and Quark, in Illustrator.
Google "Illustrator CS Multipage Plugin" to find the rest.
I have shown it to some clients and they've liked it but of course that's the untrained eye right? I think regardless of my final decision I'll always keep this res around for nostalgia's sake. I'm going...