pagination of post with headers

Hello,

1) Do you know how can I split post into several pages, in a way that each page will get a title?
I want something like the site: “Howstuffworks.com”
take a look for example: http://science.howstuffworks.com/math-concepts/number-theory.htm

If you put the mouse on the number of the page you see a title. I want something like that.

2) What is your best suggest to – what to do with a very long post? – split or not? and in what way?

Thanks,