the functions are:
http://codex.wordpress.org/Function_Reference/next_post_link
http://codex.wordpress.org/Function_Reference/previous_post_link
example use (from twenty ten):
<div id="nav-above" class="navigation">
<div class="nav-previous"><?php previous_post_link( '%link', '<span class="meta-nav">' . _x( '←', 'Previous post link', 'twentyten' ) . '</span> %title' ); ?></div>
<div class="nav-next"><?php next_post_link( '%link', '%title <span class="meta-nav">' . _x( '→', 'Next post link', 'twentyten' ) . '</span>' ); ?></div>
</div><!-- #nav-above -->
you would need to add this kind of code to single.php of your theme.