Screen is an application that allow to create as many as you want virtual terminals on one physical terminal.
Very useful in remote mode (with ssh for example).
If you want to have scrollbar ou pgup/pgdown working in screen embed windows, you need to edit (or create a screen configuration file in your home directory.
(or whatelse is your prefered editor)
and insert this line :
termcapinfo xterm ti@:te@
that does the trick.