Infopath does NOT generate webpages or even has influence how they are generated.
Infopath Designer is visual XML-edotor (and this confuses since XML data for a form is rendered as form) generating XML-based forms, i.e. XML data that can be used by external tools and services as client (non-browser-enabled) form or browser-based (for ex., by Sharepoint Infopath Form Service, of enterprise Microsoft Sharepoint Server 2010)
In infopah 201 Designer you can add multiple lists as source by pressing on ribbon Data tab --> "Data Connections" which pops-up Data Connection dialog.
In "Data Connections" dialog box you then can "Data Connection" wizard by pressing "Add...", "Modify...", "Remove..." button to add/modify/remove/etc lists as sources for a Infopath form, i.e. to XML data for rendering a form, aslo by other (external) tools and services.
Rr more specificaly enter into "Data Connection" wizard for lists by pressing "From Sharepoint List" button