as far as i know:
blah.com/?page
this simply gives one (or more) 'variable' to the web server on the 'blah.com' and to the index page, which is not visible in the link. if the index is 'index.php'
the full link would look like:
blah.com/index.php?page
well, if it contains something like page=firstpage it's absolutely true. If not, it can also be some kind of url-rewriting 'trick' as well. :-)
blah.com/page.php
it's a simple url, nothing special
blah.com/directory
again, going for the index file in the directory, nothing special.
in every case the index file can be anything depending on the server and server config.
What do you mean by slickify, i cannot tell but i hope i helped a bit.