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The URL is the web address, like www.website.com/pagename.html. In the top of your web browser there should be a space where you can see the address of the page or enter a new one. Bernardo is talking about manually changing the end of the web address to get to the Nth page of answers.
My answerbank URLs seem to work a little differently - i.e., instead of (number)-2.html etc, they have a formula like "Question63497-3.asp?Page=3" (which I didn't notice until just now) but the same principle works just fine.