See the documentation here:https://docs.mendix.com/refguide/back-button
If you do not close the previous screen the close button of the next screen shows the old screen again. You could also just create your own buttons that will take you to the screen of your choosing. See also the wizard example in the appstore.
I think what Manoj wants is this;
From pages 1 and 2 you will land on page 3, on page 3 there should be a back btton which leads to page 1 iff page 1 was the caller, otherwise page 2.