Feeds importer incremental URL parameter
You want to take a look at the Web Scraper Example.

https://www.drupal.org/project/example_web_scraper

In Feeds Importer you want to look into the Robots spider setup, which will follow links and patterns, so a single importer can create 10's, 100's or even 1000's of new Nodes.

The example scrapes the Stanford Events website - spidering the page, following the links and creating a new node for each item. You can also run the importer on single event pages.