Hi Manoj, I suggest you take a look at the introduction course and learning modules. They cover basic topics such as this. I think especially the one on pages is handy to work through: https://gettingstarted.mendixcloud.com/link/module/5/lecture/86
Your pages should start with a Microflow and each Page in your flow should use "Call Microflow" buttons that pass the data along to the next page.
1. Create a New Object in MF #1, and Show Page passing that object
2. (Enter some more data on this object) Have a "Next" button that calls another Microflow. This Microflow should have a parameter of the Object you are passing and should call the next page in your flow.
3. Repeat this process. On the last button, commit your object(s).
FYI - It seems like the learning path/documentation of creating "Wizards" may help you.