If you're talking about making all of data from all of the menu items into one single page, that is quite beyond the scope of Joomla. Each time Joomla loads a page, it's using a component to render the content. Depending on the menu item that the user has selected, different controllers are used, calling different data through different data models and views. Components are mutually exclusive from the purview of the end-user. That being said, there is always a way to do everything. I suppose you could probably create a component that would go through your menu items, determine which component, controller, data model and view is being requested for each item, instantiate the appropriate controllers and get the appropriate data from the appropriate data model; you're talking about a hell of a lot of work...complex php programming. It sounds like a fun project though.
I am searching for this same solution, but upon finding this I feel the need to call out that response as being irrelevant. Sure, what Ben stated is true, however its VERY misleading to say that you cant have a one page website with Joomla. Being that all Rockettheme templates have a good number of sections (feature, utility, maintop, etc) you can create custom html modules for article content and create any other modules as well and assign them to the various sections. You can then link to the multiple sections using their section ids (#rt-utility, #rt-feature...) as anchors.
The question is, how do we get it to scroll down smoothly...?