In English, these are called Jump Lines. If you already have a text frame that reads: continued on page XX, delete the XX, place the cursor after continued on page and go to Type>Insert Special Character>Markers>Next Page Number. Do the same with the continued from page XX, but use Type>Insert Special Character>Markers>Previous Page Number.
If you have a story that spans two or more text frames, placing a jump line frame so that it touches one of the frames of a threadded story, it will display either the page number of the previous or next frame in the thread.
