I realize this is a pretty basic question, but I am new to js and wouldn't mind being pointed in the right direction to figure this out. I don't even know what I would google search here.

I want to do something pretty much identical to this website: http://hannahklee.com/

Notice that the sidebar doesn't flash and refresh when you click a new page. There is a small loading symbol that appears and then the new content appears to the right.