You could combine them into a single .zip file, so buyers who download that file would unzip it to obtain the individual single-page files. If you'd prefer to offer a single ebook file that has all the pages within it, that would be a matter of how you compose your ebook in the first place.
If you're using a word processing program like Microsoft Word, you can compose all your pages in a single document and then install a free "PDF printer" (such as CutePDF, PDF995, PrimoPDF, or Bullzip PDF Printer for Windows) that will let you "print" your document to a PDF file instead of to a physical printer.