Adobe Illustrator does not provide for multiple page documents per se. It only recognizes a single page. However, it does provide for tiling printed output if the page size exceeds your printer's paper size. Page tiling is simply where the printed output is divided up into "tiles". Each tile is the size of one sheet of paper. Essentially, you setup the artboard to be a custom page size whose dimensions are in multiples of a single sheet of paper. Then you tell Illustrator to tile the output when printed. Following is a step-by-step example.

1. First click File > New. The default page size is 8 1/2 inches by 11 inches (letter size). The view in the document window should look similar to the one below.

Click File > Document Setup... In the Artboard section of the dialog, choose "Custom" for the size, and enter the page dimensions in the Width and Height boxes. In this case we will make the artboard four times the width of a single sheet of paper - 34 inches (4 x 8 1/2 inches). We'll leave the height at 11 inches. In the View section of the dialog, choose "Tile full pages". Click "OK" when done.

3. Now, the view in the document window should look similar to the one below. Note that the page tile numbers (shown below) do not print.

4. Build your layout like you would any other multiple page document. The pages are divided between the page tiles. When you click File > Print, Each tile will output as a separate page.

Tip: If you want to save the file as a multiple page PDF, don't use File > Save As > PDF, otherwise you will only get a one-page PDF the size of the artboard. If you want to make a multiple page PDF file, use Adobe Acrobat Distiller and click File > Print > to Distiller.