It sounds like what you want is user controls. User controls are like forms in that you design them independently in VS, adding other child controls and code as required, but they are also still controls and can thus be added to a form either in the designer or at run time.
Once you've designed your user controls, you could add them all to the form at design time and then just change the visibility or z-order at run time or else you could create and destroy the user controls as required, adding them to the form only when they need to be displayed.
Note that you create a user control in the first place much as you do a Windows Form, just selecting the appropriate item template from the Add New Item dialogue.
As an alternative, you could just add a bunch of Panels to the form and add all the individual controls to them at design time. You can then manipulate the visibility or z-order of the Panels in the same way as you would for user controls.
