Are you sure that those books are EPUB and not PDF? I've seen such navigation bars in interactive PDF files. But I don't think it's supported in the EPUB specifications.
Apple added a Fixed Layout format for books available for iBooks which is used for children's books but it probably wouldn't work on a Nook, and, as far as I've been able to read (from Liz Castro's posts), it doesn't include a nav bar.
I've just tried to look at the file extension of a children's book with image navigation, and neither the nook nor the Barnes and Noble site reveal the file extension. It's just classified as an eBook. It is not downloadable to the computer - where I would actually be able to see the file and extension, so I think you are right, and this is not an ePub file.
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Here's an example of a children's book interface from the Three Press Consulting blog:
Here's some commentary on another blog about experiments which extend beyond the EPUB specification:
Thanks for guiding me to Liz Castro's blog. You've saved me a lot of hassle! I still wish I could find a tutorial for creating those image navigation bars, but I'll have to learn another software for that.