I have a page on which php code is written for showing the content. Now I want to add the pagination on that page or node. How I can achieve this.

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I am not sure what kind of content your php code outputs but it seems like you could try inserting the pagebreak into the content it generates using php.

If it generates generates paragraphs you could stick a tag in there after every X number of closing p tag for example.

I have a code through which I am showing some data from database on a page by selecting php code .On that page I want to create the pagination for the data shown.Thanks in advance.

When one door closes,another opens, but if we spend too much time concentrating on the closed door we don't notice the open one.

To show pager, you must use pager_query() in your php code.
You can find help on http://api.drupal.org.

:)
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