The key concept is the page. A page, as delivered to a mobile device, consists of a header, footer and content. The first two can either scroll or be fixed to the screen size. This allows for simple menu items to be added and immediately available. These pages can be combined into a single web-page. So when the mobile requests a site the web-page delivered may consist of many pages, only one of which is displayed at any one time. Navigation between these pages is a local task and there is no need for a network call as the pages were all delivered in the initial call. A complex DOM is used for navigation between pages.
By default links in JQM are AJAX links. The aim is to keep the navigation to anf from the server to a minimum and so data that need not ne re-sent is made available from the local device.
In addition to these two key components of pages and AJAX calls, there is a large array of features that allow a mobile web app to be designed to look like a native mobile application with the familiar interface for the user.
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