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Some content management systems have one entrance file e.g. index.php and depending on what comes after in the URL path, the system knows what data to pull.

My question is if search engines index "index.php" or whether they follow and index all of the contents of "index.php/path/to/page" as well?

Using the same principle, if I have a product page, but that page can bring up various categories via a query string e.g. index.php?page=electronics, index.php?page=toys can search engines reliably index the content of those "pages" if I have, for example, a menu that links to all those?

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You can start reading basics about that on:

http://www.seomoz.org/beginners-guide-to-seo

and:

http://static.googleusercontent.com/external_content/untrusted_dlcp/www.google.com/en-US//webmasters/docs/search-engine-optimization-starter-guide.pdf

Now, in a straight to the point answer: yes, search engines can index those pages as different content.

Anyway you can make your URLs different (query strings, paths, hashes), display different contents, and provide non-obtusive ways for any robot read your links (using real links instead of JavaScript/Flash, improvin' accessibility), then your are fine.

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Search engines can index query string URLs (?page=toys) but it is better to make them appear as directory/page. It makes them easier to read.

.htaccess files can help with URL rewriting.
rewrite query strings in urls AND rewrite query string with htaccess

.htaccess files can also remove the index.php from your URLs.

I recommend both of these actions.

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