Is one big PCB cheaper than multiple smaller ones, if so how to do this in Eagle PCB?
I have done exactly what you describe, and it did lower the price.

I designed a robotics servo controller that required two stacked boards, a top one for logic and analog, and a bottom one for the power supplies and motor amp. I designed the PCB as a single board with a "breakaway" between them (it was originally a single "rigid-flex" board). I also ran small power traces across the breakaway, so that the "dual" board could run self-tests prior to separating them.

Per board, there was no price advantage, as the board house charged per square-inch. But where I saved was:


One setup charge, instead of two, for both fab and assembly.
The two boards could be auto-assembled as one.
A single bill-of-materials.
Initial testing as a single board, while all components were still accessible prior to separation (there's components on both sides of both boards).


Sorry, I can't help with Eagle, as I use PADS PowerPCB. But for me, it was as simple as treating the board as a single design.