In InDesign CS5, create a button (or used one from the Sample Buttons library found on the Buttons panel flyout menu). Click the + sign beside Actions: Look at the list of possible actions: The ones listed at the top work with both PDF and SWF files. They include Go to First Page, Go Next Page, Go to Previous Page, Go to Last Page. If you want to make a button take you to some other page, you need to create a hyperlink destination on that page. Then it will become available when you choose Go to Destination. As I said these all work with either PDF or SWF export. Below those choices are four actions which only work with SWF files, including Go to Page (that's why they are headed "SWF") Below those chose are four actions which only work with PDF files (that's why they're headed "PDF") Good luck!
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