Question about preloaders

I’ve search the forums and haven’t found a clear answer yet.
I want each page, picture, or logo on my site to load only when selected. And I want each to have its own preloader. Is there a way to do this and keep it all in the same .swf or do I have to keep each page, picture and logo in its own .swf and then load it dynamically? I’ve seen other sites and online presentations where each page or logo example has its own loading bar and only load when called upon. I do appreciate any help at all. Thank you.