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How it works...
You have created two scenes, and added both of these scenes to the game's build. You added a UI Button, and some UI Text to each scene.
When a UI Button is added to the Hierarchy panel, a child UI Text object is also automatically created, and the content of the Text property of this UI Text child is the text that the user sees on the button.
You created a script class, and added an instance as a component to the Main Camera. In fact, it didn't really matter where this script instance was added, as long as it was in one of the GameObjects of the scene. This is necessary since the OnClick event action of a button can only execute a method (function) of a component in a GameObject in the scene.
For the button of each scene, you then added a new OnClick event action, which invokes (executes) the LoadOnClick method of the SceneLoader scripted component in the Main Camera. This method inputs the integer index of the scene in the project's Build settings, so that the button on the page1 scene gives integer 1 as the scene to be loaded, and the button for page2 gives integer 0.