The example site uses
<a> tags without an
href attribute. However, when you click any of them, the page URL actually changes to
#/Implementation for example. Therefore, that should be in the link, i.e.
If you really don't want to use an
href then the items shouldn't be links. Use a button or just a plain div/span that reacts to click events.
To answer the question about SEO - it doesn't really make a difference. This is really a one page site as all the content for the "pages" or "slides" is in the HTML. The only small thing is if you use the hash links as described above, you might have them show up as "site links" in Google. They sometimes show in-page anchor links as site links so you can jump straight to the relevant section (Wikipedia articles are a good example for that).