I'm authoring a simple program, has a few different menu options, that sort of thing. However what I'm wondering is when you make such a program, how do switch to another section of your program when say you click on a menu option or what not. If it was a web application it'd be as simple as having a link and loading a new page for the user, but for a standalone application I'm at a loss. I hope I've explained this decently enough as to what I' trying to explain, and that someone can point me to how this can be done.
EDIT: The application situation in question would be a GUI based app.