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I am looking to have the same functionality as the demo.

Which demo are you referring to? Right now my own demo url should be down because of a new setup i am still trying to implement

This one: https://pacethemes.com/wordpress-themes/quest/

Do I just build one page with all of the different sections on that page?

Yes you have to build the page by building different sections ??

Quest Plus plugin provides prebuilt layouts to give you some inspiration and a quick start