Yes, you can use PHP to implement a template system that loads content from a database.
However, the page would need to be "download ... each time we click the link", since the server would need to be involved.
You could design a system, using a clientside language, that does not need such loading of pages.
I have seen it done with JS and textfiles to store content.
However, I would note that the content is still "downloaded" (duh), though perhaps not so obviously to the user.
