In order to handle APIs that return data on multiple pages, Denodo includes built in Pagination functionality for XML, JSON, and Delimited File data sources using an HTTP path. Using this feature, I have been able to gather data from paginated APIs using multiple methods such as paging indices, navigating through links in the response, navigating through links in the headers, and others. For more information about the Pagination functionality built in to Denodo, you can reference the [Pagination](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/path_types_in_virtual_dataport/http_path#pagination) section of the Virtual DataPort Administration Guide.
Additionally, in order to see the requests that Denodo is sending to the data source for troubleshooting or just for more information, you can click on the Data Route objects in the execution trace of your query. I find this to be extremely helpful when I am trying to gather more information about how Denodo is handling the paginated data.
I hope this helps!