You just need to pass some variable from page to page so you can identify which set of records you should be producing -
if ($_GET['page'])
$page = $_GET['page'];
else
$page = 1;
$max_per_page = 20;
$start = ($page-1)*$max_per_page;
$sql = "SELECT * FROM tbl_name LIMIT $start, $max_per_page";
// run your query and display result
// build your next and previous links
$next = '<a href="' . $PHP_SELF . '?page=' . ($page+1) . '">Next</a>';
if ($page > 1)
$prev = '<a href="' . $PHP_SELF . '?page=' . ($page-1) . '">Previous</a>';
print $prev . ' | ' . $next;
This is only a very simple example but it should give you some ideas on how you should do it.
Hope this helps 😉