that's a frame... specifically an iframe.
frames are awkward and must be a grid in your page.... like you could have two frames, one on top of the other, or one next to the other vertically, or you could have four sections, whatever, but they must exist across the entire frame, can't just be a little section like on your link.
iframes are slightly less compatible (about as old as javascript, so usually nothing to worry about here), but are more versatile. They're like a table, but show a different page.
<iframe src="youpage.htm" width="px" height="px">this text is displayed if the user doesn't have frames enabled, usually "You need to use a browser than has iframes.", or something like that.</iframe>
That's it. There's more complexity to them, but that will get you started.
Note: iframes are the easiest way to get a section of your page to scroll. However, there are ways to makes <div> blocks (and other parts of your page) scroll as well. There are some scripts here on dynamic drive, I believe... look for them, if you want a part of your page to scroll, rather than an outside page. (though you can always save that part of your page AS an outside page, and you're good to go.)