i think you are actually asking several questions. perhaps one regards the title of the page, which i would suggest would generally be best as "Site Topic Home Page" on the home page and "Site Topic: You are Here" on other pages. your other questions don't have simple answers and refer to navigational structure and the url scheme which are not necessarily related. these may be based on hierarchy, context or sequence, taxonomy or ontology. or maybe none of the above...
Should every link be something like: http://www.example.com/subpagename.html?
The url scheme is of secondary importance, and should not be confused with navigational structure, while you can use a directory structure that matches the navigation structure there is no search engine advantage or disadvantage in this. Including relevent keywords in url without overdoing it avoid noise words the add nothing "page" "product" "catagory" etc
For small site all pages should be linked to from main page, for larger sites this not practical, just keep keep clinks away from main page as small, as site size allows without being unnatural for user.