You can use the multifunction Bank Up/Down (Mute/Solo) and Page Up/Down (Mute/Solo) buttons on the right side of the keyboard to select different Live Set pages.

A physical keyboard connected to the USB-to-device port on the back of Montage may help as well. I haven't "messed" with the keyboard in a while - but it may provide a way to advance the page. If the keyboard can advance the page - it may be possible to purchase a pedal which can be programmed to mimic the keyboard key(s) that perform a pageup/pagedown (or maybe just down arrow - up arrow).

I haven't checked how these pedals work (if they require software in the OS to do the mapping or if they save the mapping in NVRAM and can be moved to something like Montage with no drivers or other support software) -- there's http://xkeys.com/xkeys/xkfootFront.php which may work if the keyboard works and these can be mapped in the "NVRAM" way.

Note - I don't always give the most practical answers (certainly if the hardware buttons work for you) -- not recommending this method over anything else. And in this case - I'm not sure if the keyboard gets you past "GO".

from the article on Performance Basics and the Live Set Part II.....

NEW CONCEPTS: Looking at the LIVE SET gird screen, or not
Leaving the LIVE SET screen grid maybe a scary prospect, at first, but your LIVE SET is just a user created, custom list, laid out in the order you find convenient to access the programs. The MONTAGE display does not have to be on that LIVE SET screen grid to follow your listing. You can use a momentary Foot Switch to advance through your LIVE SET's programs, in the listed order, even while you are looking at the PERFORMANCE (HOME) screen or any other screen. You do not have to be viewing the LIVE SET grid of 16 slots to be using your LIVE SET. In fact, you may prefer not to view it (unless you've forgotten what's coming up next).

Recall the Preset LIVE SET: "Best of MONTAGE 1"
Connect an FC5 (momentary) Foot Switch to the Assignable Foot Switch jack
[UTILITY] > "Settings" > "MIDI I/O" > set the FS ASSIGN = Live Set+

LiveSet

Press [EXIT] to return to the LIVE SET screen.

With a Yamaha FC5 plugged into the Assignable Foot Switch jack, (FS = Live Set+) a simple press will advance to the next item in your programmed list. You will find this very handy, because you will unlikely want to have access to your full front panel and screen to view your assigned parameters. Activate the [PERFORMANCE CONTROL] which allows you to interact with your currently selected sound, turning the Faders into "drawbars", or selecting a set of pre-assigned functions for the eight AsgnKnobs for the Part you select to play/feature. You'll want to have access to the [PART SELECT] function while on stage so you can move like a gazelle between the sounds you need, when you need them.

You may already know that the FS will advance you through these 16 programs with each press. But here's the "did you know?" moment: start by selecting "CFX + FM EP", in the upper left corner of the LIVE SET grid; Press [PERFORMANCE (Home)] button to navigate so you are looking at the Performance (Home) screen of "CFX + FM EP". Step on the FS to advance to "Wax and Wane" > step again to advance to "Pearly Gates" and so on. You do not have to be looking at the "Live Set" grid, the pedal advances you through the most recently accessed Live Set, in the order you listed them. Continue advancing through the list one by one. The pedal will advance you through the currently active LIVE SET list even without the grid screen showing. You don't need to see the grid unless you've forgotten what's coming next. Returning to the LIVE SET view, by pressing [LIVE SET], resets the list to the top.

For more on “Performance Basics and Live Sets” See the article here

Thanks. My friend replied that he wants the whole page to advance to the next page and not the next performance to advance. Is that possible?

Yes with the buttons on the top right as Joe explained it well:

[You can use the multifunction Bank Up/Down (Mute/Solo) and Page Up/Down (Mute/Solo) buttons on the right side of the keyboard to select different Live Set pages.

Not possible with the pedal, but I do not see any interest.