If you loaded an HTML file into Sigil, this usually means all of your text and chapters are in one large file. This is okay, but the standard practice with EPUBs is to put each chapter in your book into a separate HTML file. The smaller file sizes are needed for some ereaders to read your book, but it is also faster to display and easier to edit.
Since most ereaders start a new file in the EPUB on a new page, it means your chapters will also start on a new page.
The easiest way to split your book into separate files is to use the Split At Cursor button wherever you want to start a new file.
For example, to start a chapter on a new page, click just to the left of the chapter heading so that your cursor is at the start of the line:
Now click the Split At Cursor button to split the text into two parts:
You can see that everything after where you split is now in a new file called "Section0001.html".
If you look at the original file you can see it only contains the text before where you split:
You can continue splitting every chapter in your book, and putting any section that should start on a new page in a separate file.
If you want to rename your files, see the Rename section. This includes how to rename many files at once, e.g. Chapter_1, Chapter_2, etc..
See the Splitting and Merging chapter for more details – including how to insert Split Markers and split every file at once.