There isn't a difference if AJAX is loading from local file or web (except if web you need to whitelist the domains).
By default Phonegap/Cordova for iOS loads from www/index.html.
Here is an example with 2 pages, with in-line data attributes for the transitions.
First page, page1.html
<!-- page1.html -->
...
<div id="page1" data-role="page">
Local on same page<br/>
<a href="#samePage" data-transition="pop">same page</a>
Local in another page<br/>
<a href="page2.html" data-transition="fade">new page</a>
</div>
<div id="samePage" data-role="page">
Same Page
</div>
...
A separate file page2.html
.
<!-- page2.html -->
<div id="page2" data-role="page">
Page 2
</div>