Essentially you need to follow this process.....
1) Create a globalMap variable to hold your webservice call URL. Do this in a tJava.
2) Connect the tJava to a tLoop using an OnSubJobOk link.
3) Set the loop to be based on the presence of a URL value in globalMap. While globalMap.get("url")!=null, for example.
4) Connect your tLoop to whatever web service component you want to use.
5) After the webservice call, use a tExtractXMLField component to retrieve your data and the pagination URL. Put the pagination URL into the globalMap variable. If there is no pagination URL (because it is the last page), set it to null.
This is a high level explanation of how to achieve this with A LOT of assumptions as to how your web service works. You should be able to tailor this to your web service.
I have knocked up an example job. This does not use a real REST service, because I couldn't find one suitable (for pagination), but it should give you an idea. Look at the code in the tJava components (it is described there) and look at the tLoop config. You will have to work some of the logic out for yourself with your service (working out how many records are returned, how many are left, etc), but the logic shown in this example should easily be able to be extrapolated from.
The example was written in Talend v6.5.1. If you are using a younger version, download anything above 6.5.1 and you can look at it there.